Cookies in drop down menu

Hi all,

I have included a form that sets a cookie on web page using this code on the checkbox:

<input type=checkbox name="agree" onClick="SetCookie('choice', this.name, exp);">

How can I apply it to a drop down list? I've tried this, but it does not work:

<option value="http://www.domain.co.uk" onChange="SetCookie('choice', this.name, exp);">Your choice</option>

Any answers?

Thanks

Andrew