Add this to the on Change event of the combo box:
This will go to the form and pass the site in the pull down options.
location.href='FormName?OpenForm&site='+document.forms[0].fl_site.options[document.forms[0].fl_site.selectedIndex].value;
where fl_site is the field id.
This will go to the URL in the :
location.href='document.forms[0].fl_site.options[document.forms[0].fl_site.selectedIndex].value;