I'm assuming you mean each <select> would be updated based on the value selected in the one before. In this case it is usually done these days using AJAX, the server side component of which is usually something like a PHP script which returns the values corresponding to the previous selection. You can do this relatively easily using jQuery or another framework with AJAX functions (or youcould write your own but in all honestly there's not much point when it's been done for you already).
Well I don't know which scripting language you intend to use on your server, or where the information is coming from to populate the list boxes, so it's hard to give you any pointers on that side of things, but a good place to start would be the jQuery AJAX documentation. I would recommend jQuery for handling the client side of your program because it has built in functionality for everything you will need to do.
Let's assume (just for fun) that AJAX is not an option for you ;-)
Same problem. The difference between a combo box and list box is the size attribute.
Typically combo are <select size="1"> if no size is supplied "1" is the default. A list box is just a select where the size=>the number of expected items.
That said the since they both use the same html elements they have the same behaviors and constraints.