related combo boxes

I'm new to web programming so this question while it makes sense to me may be a bad question. If so feel free to straighten me out. I have however programmed for a while with older languages. Let's say I have two combo boxes on a web page. For example: Music Artists: and Songs: The idea is to have the user select the artist then use that answer in a dynamically generated where clause of a sql query to populate the list in the song control. I've been told that due to the stateless nature of web servers in general and Apache specifically the history of the first artist selection is lost. The sugestion was to use javascript. I'm trying to visualize this in my head and so far have the following questions. 1. Is this true and if so what would this javascript do exactly and what would the code look like? 2. Are cookies an alternative. 3. What about the new session managment in PHP4. Could that be used somehow to eliminate the need for javascript? 4. If there is more than one way to do this what are the advantages and disadvantages of the possible solutions?