A select form alternative with list - forms

Question

neHello, I would like to make 3 selectable item in my advanced serach but I want use <select> and <option>.
I would like to use <ul><li> and a SEND like a button submit.
Do you know some tutorial or website where explain this?
I would prefer to use jquery.
After the submit, I want go to the page
avanced_search.php?label_1=&&label_2=paris&&label_3=S
I have this :
<ul id="label_1">
<li title="">All</li>
<li title="Belgique">Belgique</li>
<li title="France">France</li>
<li title="Espagne">Espagne</li>
<li title="USA">USA</li>
</ul>
<ul id="label_2">
<li title="">All</li>
<li title="Gantt">Gantt</li>
<li title="Bruges">Bruges</li>
<li title="Paris">Paris</li>
<li title="Marseille">Marseille</li>
<li title="Madrid">Madrid</li>
<li title="Barcelone">Barelone</li>
<li title="NY">NY</li>
<li title="LA">LA</li>
</ul>
<ul id="label_3">
<li title="">All</li>
<li title="N">Nord</li>
<li title="E">Est</li>
<li title="S">Sud</li>
<li title="O">OUEST</li>
</ul>
<a id="send_all">SEND</a>
It's not required to select an option. (default is nothing)
For design, I would to have "All" selected, when I clik on, the list appear and when I click on Paris (for example) I have Paris selected and "All" unselected .
More but not required, if it's possible, when I choose USA in the label 1 Can I have just LA and NY?
Thanks for your help!