<?
$items = array();
while($row = mysql_fetch_array($result))
{
    $items[] = $row["Movie"];
}

?>

<? if(sizeof($items)) { ?>
<select name="movie">
	<? foreach($items as $item) { ?>
	<option value="<?= $item; ?>"><?= $item; ?></option>
	<? } ?>
</select>
<? } ?>