Add options to select box without Internet Explorer closing the box?

<html>
 <head>
  <script type="text/javascript">
    function appendOption(select,option) {
      try {
        selectBox.add(option,null); // Standards compliant.
      } catch (e) {
        selectBox.add(option);      // IE only version.
      }
    }

    function loadOptions() {
      // Simulate an AJAX request that will call the
      // loadOptionsCallback function after 500ms.
      setTimeout(loadOptionsCallback,500);
    }

    function loadOptionsCallback() {
      var selectBox = document.getElementById('selectBox');
      var option = document.createElement('option');
      option.text = 'new option';
      appendOption(selectBox,option);
    }
  </script>
 </head>
 <body>
  <select id="selectBox" onmousedown="loadOptions();">
   <option>Any</option>
  </select>
 </body>
</html>

$(function() {
    jQuery(".selectBox").live("focus", function() {
       loadOptions();
     });
});

<html>
<head>
    <script src="jquery-latest.js" type="text/javascript"/>
</head>
<body>
    <select id="selectBox" onmousedown="loadOptions();">
        <option>Any</option>
    </select>
    <script type="text/javascript">
        $(function() {
            jQuery(".selectBox").live("focus", function() {
                loadOptions();
            });
        });
        function appendOption(select, option) {
            try {
                selectBox.add(option, null); // Standards compliant.
            } catch (e) {
                selectBox.add(option);      // IE only version.
            }
        }

        function loadOptions() {
            // Simulate an AJAX request that will call the
            // loadOptionsCallback function after 500ms.
            setTimeout(loadOptionsCallback, 500);
        }

        function loadOptionsCallback() {
            var selectBox = document.getElementById('selectBox');
            var option = document.createElement('option');
            option.text = 'new option';
            appendOption(selectBox, option);
        }
    </script>
</body>