mysql_fetch_array

If I select a column from a table, and use mysql_fetch_array to store the data into an array, what can I do so that each row of the column gets stored as an element in the arrray? What I actually want to do is select a column and list them in a select menu, and I'm using "do while" to list each row as an option in the menu. It would help if I knew how the data gets stored in the array in "mysql_fetch_array"... Thanks!