revised

<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
<html xmlns="http://www.w3.org/1999/xhtml">
<head>
    <meta http-equiv="Content-Type" content="text/html; charset=UTF-8" />
    <link rel="stylesheet" type="text/css" media="all" href="style.css" />
    <script type="text/javascript" src="http://ajax.googleapis.com/ajax/libs/jquery/1.3/jquery.min.js"></script>
    <title>Using jQuery and XML to populate a drop-down box demo</title>
        <script>
        $(document).ready(function(){
            $.ajax({
            type: "GET",
            url: "dropdown.xml",
            dataType: "xml",
            success: function(xml) {
                    var select = $('#mySelect');
                    $(xml).find('menuitem').each(function(){
                    var title = $(this).find('title').text();
                    select.append("<option/><option class='ddheader'>"+title+"</option>");
                    $(this).find('values').each(function(){
                    var value = $(this).find('value')text();
                    select.append("<option class='ddindent' value='"+ $(this).find('text').text() +"'>"+value+"</option>");
                    });
                    select.children(":first").text("please make a selection").attr("selected",true);
                    });
                }
            });
        });
     </script>
</head>
<body>
<form>
      <select id="mySelect">
              <option>loading</option>
      </select>
</form>
<div id="TextToWrite"></div>

</body>
</html>