This really can't be done--a pop-up is really the way to
go. Possibly with really crafty DHTML you could put a SPAN
tag containing the true drop down hovered over the real
control--but only IE4+ lets you know where the control is
to do this.
At another Screensurfer client, a double-click was used on
the entry fields, which provided a new window pop-up with
clickable options. This avoided having short entry fields
mess up the layout when implemented as selection lists, and
works with any NS4+ or IE4+ browser.