A great way to do this is to use the Ajax / Atlas mechanism. That is, instead of doing a post back, have your client side script call-back to a method in your application to retrieve the list of values when the selection is made.
This page has excellent and short tutorials on using Ajax from ASP.NET. Example #3 is exactly what you are asking for (cascading drop down controls)
http://www.asp.net/learn/v
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by: dstanley9Posted on 2007-02-15 at 11:20:25ID: 18543038
Set AutoPostBack to true for the drop-downs that cause a change in the other drop-downs. Then add an event handler for the SelectedIndexChanged event. In that event handler get the data for the other controls based on the selected item (either get it from the database or set a filter on the DataTable if you get all of the data at once), then re-bind the other controls (don't re-bind the control that fired the event or you'll lose your selected item index).