n level Combo Box

If you mean in a single combo box:

<script language="javascript">
function validateHandler();
{
  var objForm = document.forms.thisform;
  if( objForm.somefield.value == 'x' )
  {
    alert('You must select an option from the drop down list');
    objForm.somefield.focus();
    return false;
  } else {
    return true;
  }
}
</script>

<form name="thisform" onsubmit="validateHandler();">
<select name="somefield">
<option value="x">Level 1</option>
<option value="x">      Level 2</option>
<option value="1">           Option 1</option>
<option value="x">Level 1</option>
<option value="x">      Level 2</option>
<option value="2">           Option 2</option>
</select>
<input type="submit">
</form>

Essentialy the technique is to use a 'dummy' value for the non-selectable options in the box, and use white space to indent the levels. Then you use the form's onsubmit event to check whether the user has selected a valid item in the drop down list. If they have, you return true from the handler and the submission proceeds. If they haven't you provide an error message, and return false, cancelling the form submit. You can also validate other things on the form while you are at it.

Thank you for prompt reply. But I want it to be like Optgroup, it means that use can only choose the last level option. the two other levels are only for grouping.

Now I'm worried that it might be onselect. Pretty sure it's onchange, but I have self-doubt now...