<cfoutput>
  <form name="DropDown" method="post">
  <!--- query DB for the first drop down list --->
  <cfquery name="get_Main_Group" datasource="ds">
     SELECT group_id, group_name
     FROM tblGroups
  </cfquery>

  <!--- first drop down list --->
  <!--- NOTICE the onChange javascript event in the select tag, this is what submits the form after the first selection --->
  <select name="select_Main_Group" required="yes" onchange="this.form.submit()">
     <option>Select Main Group</option>
     <!--- dynamically populate the first drop down list based on the get_Main_Group query --->
     <!--- NOTICE the CFIF within the option tag, this says, if the first selection has been made, display the chosen option when the page reloads --->
     <cfloop query="get_Main_Group">
         <option value="#group_id#" <cfif isDefined('form.select_Main_Group')><cfif form.select_Main_Group eq "#group_id#">selected</cfif></cfif>>#group_name#</option>
     </cfloop>
</select>
<p>
<!--- if the first selection has been made, display the second drop down list with the appropriate results --->
<cfif isDefined('page.select_Main_Group')>
   <!--- query DB for second drop down list, based on the selected item from the first list --->
   <cfquery name="get_Sub_Group" datasource="ds">
        SELECT group_id, subgroup_id, subgroup_name
        FROM tblGroups
        WHERE group_id = #page.select_Main_Group#
   </cfquery>

   <!--- second drop down list --->
   <select name="select_Sub_Group" required="yes">
      <option>Select Subgroup</option>
      <!--- dynamically populate the second drop down list based on the get_Sub_Group query --->
      <cfloop query="get_Sub_Group">
         <option value="#subgroup_id#">#subgroup_name#</option>
      </cfloop>
   </select>
</cfif>
</form>
</cfoutput>

<!--- THAT'S ALL THERE IS TO IT! --->

For other useful info, check out: