Maybe I'm just an old "don't like to use much code" kinda designer, but can you do better than the approach that's being used right now, right in front of your nose, by
this very piece of forum software?
At the top of my screen I see:
dBforums » Data Access, Manipulation & Batch Languages » ASP » Handling Multiple Select Queries
Each of these will take me directly out to the appropriate level of the heirarchy while clearly visualizing its presence to me. You can do exactly the same kind of thing, and be displaying only one list-box or combo-box (the current one) in front of my face at one time. And now, over my slow-but-typical 56K modem line that the local telephone company only drives at 33K, I'm only having to wait to download the HTML for one combo-box, not three and a bunch of Javascript (
VB?) code.
The interaction between a user and an application, over the Internet via HTML,
isn't the same as that of an interactive application-program. If you try to make it too-much so, you create a system that is very unwieldy and, worst of all, browser-specific and browser-
version specific. If you're not careful, you'll be rewarded with a maintenance nightmare that never really does work as it should.
To be sure, you can do that whether you're using ASP or PHP or Perl or what-have-you, but I think the temptation might be worst for ASP designers. Those people tend to be "very Microsoft-centric," almost invariably using
the latest version of "Microsoft, of course! (What else is there?)" operating systems on their oh-so-fast computers with oh-so-much memory and a T-1 line. And they design design systems that break down utterly under, say, "Netscape on Windows 98." Now I'm not here to throw hot coals or anything of the sort, but rather to point out that (imho, of course)
why they get into trouble is that they build systems that are very complicated, relying on a great deal of client-side programming as well as server stuff.
Bad news! 
Turns out (imho) that you can
never really predict what environment the user is running, and never really can debug it.
Customers don't wait. Your site's one of about 175,000 on Google's search results, and does he really care which one he buys from? Yup, the first one that works. "He comes, he tries it, it don't work,
buh-bye!"