All is possible with JavaScript.
You simply need to write a javascript function that will be executed "onchange".
I think it would look something like:
Code:
function doWhat(what) {
window.open('http://myurl.com/downloads/'+what.options[what.selectedIndex].value, 'window_name');
document.myForm.submit();
}
Then, your selectbox would look something like this:
Code:
<form name='myForm' action='formprocessor.php' method='post' id='myForm'>
<label for='email'>Your e-mail address:</label><input type='text' name='email' id='email'>
<select name='mySelect' id='mySelect' onchange='doWhat(this);'>
<option value='myFile.zip'>ZIP version</option>
<option value='myFile.tar'>TAR version</option>
</select>
</form>