I have modified your code...I just added a function that inside your loop of values in the dropdown checks the current value to see if they match...if so I return the html property selected to the option tag....see below
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<html>
<head><title>dpd</title>
</head>
<body>
<%
dim str
str = "select india pakistan bangladesh usa uk china indonesia southAfrica"
dim country
country = split(str," ")
dim c
c=ubound(country)
response.write("<form id=frm action=dpd.asp method=post><select name=cbo onchange=frm.submit()>")
for i=0 to c
isSelected = selected(request("cbo"),country(i))
response.write("<option value="&country(i)&" " & isSelected & ">"+Cstr(country(i)))
response.write("</option>")
next
response.write("</select></form>")
%>
<%t=request.form("cbo")%>
<%=t%>
<%
function selected(current,valueCheck)
if lcase(current) = lcase(valueCheck) then
selected = "selected=selected"
else
selected = ""
end if
end function
%>
</body>
</html>
http://mynameissteve.com