You don't seem to be using any columns from your recordset. Also, to have a " at the end of a string you need to add """. Plus you need a . between Response and Write. maybe you want something like this?
Code:
<%Do while not RS.eof
Response.Write "<option value=""" & RS.Fields("ChapterID").Value & """>" & RS.Fields("ChapterName").Value & "</option><br>"
rs.movenext
loop%>