I published this plugin sometimes back. Its main purpose is to provide a solution to style select boxes as needed. This is impossible with pure HTML and CSS. Also though FireFox working with the transparencies IE doesnt do it well. And on IE 6 the selectbox appears on top of each z-indexs.
By this plugin what I do is to populate a list with the contents of the select box, and make the list work as the select item. you can find the plugin here. http://open.whynotonline.com/select-decorator-for-jquery/ an online demo of the plugin is deployed on this URL http://open.whynotonline.com/select_decorator/index.html hope this will help you to style up your select boxes.