Let's say you're using POST to send the select data to the verification page.
What I do is (this is if the 'values' in your <options> are integers, but you could work around that if you're doing something else):
$selected = array();
for ($i = 0; $i < $numberofvaluesinselect; $i++) {
if ($i == $_POST['selectname'])
$selected[$i] = ' selected';
else
$selected[$i] = '';
}
// Stuff happens, we close PHP with ?> and we're printing the form again:
<select name="bla">
<option value="0" <?php echo $selected[0]; ?>>Option 0</option>
<option value="1" <?php echo $selected[1]; ?>>Option 1</option>
<option value="2" <?php echo $selected[2]; ?>>Option 2</option>
<!-- etc -->
</select>
So, if the value was selected from last time, the <option> of that value says 'selected', otherwise nothing.