Código PHP:
$select = "select id, nombre from tabla order by nombre";
$result = mysql_query($select) or die($select);
echo "<select name='name'>";
if (mysql_num_rows($result) == 0){
echo "<option value='0' >NO DATO</option>";
}
else{
while(list($id,$nombre)=mysql_Fetch_row($result)){
echo "<option value='$id'>$nombre</option>";
}
}
echo "</select>";
Saludos..