I found these cool "option groups" that you can do in HTML. You can create headings inside drop down boxes to organize them, and they won't be selectable.

Which Web browser do you use most often?

Mozilla Netscape 4.x Netscape 6.x Netscape 7.x Internet Explorer 4.x Internet Explorer 5.x Internet Explorer 6.x Opera Lynx

<SELECT NAME=browser>
	<optgroup label="Netscape Based">
		<option value="Mozilla" SELECTED>Mozilla</option>
		<option value="Netscape 4.x">Netscape 4.x</option>
		<option value="Netscape 6.x">Netscape 6.x</option>
		<option value="Netscape 7.x">Netscape 7.x</option>
	</optgroup>
	<optgroup label="Microsoft">
		<option value="Internet Explorer 4.x">Internet Explorer 4.x</option>
		<option value="Internet Explorer 5.x">Internet Explorer 5.x</option>
		<option value="Internet Explorer 6.x">Internet Explorer 6.x</option>
	</optgroup>
	<optgroup label="Other">
		<option value="Opera">Opera</option>
		<option value="Lynx">Lynx</option>
	</optgroup>
</SELECT>