Native select boxes are tough to work with in that way. I’m not really sure what you can all dig into when it comes to select boxes if there’s anything at all. You may have to think outside the [select] box. :)
SelectBoxIt :: http://gregfranko.com/jquery.selectBoxIt.js/ has some neat features that you may find useful. I’m not entirely sure if it will be powerful enough to accomplish what you want to do, but it’s a heck of a lot more flexible.
Otherwise, just search for another JS select box replacement.