<FORM>
<SELECT name="quotemenu">
<OPTION>Character Quote of the Week<BR><BR></OPTION>
<OPTION onClick="alert('Yuna! This is our story! Now let\'s see this thing through together.')">Tidus</OPTION>
<OPTION onClick="alert('I like Tidus')">Yuna</OPTION>
<OPTION onClick="alert('I like Blitzball')">Wakka</OPTION>
<OPTION onClick="alert('I wear belts')">Lulu</OPTION>
</SELECT>
</FORM>

Is this what you mean? I haven't used these for ages but I just changed the html around a bit. You had onChange on the Select (whole menu) so I guess it appeared when anything changed. I made an OPTION for each character, changed onChange to onClick and put on each one so it alerts when you click each one.

I dunno if I did it with exact proper code but it seems to work

<*FORM*>
<*SELECT name="quotemenu"*>
<*OPTION*>Character Quote of the Week<*BR*><*BR*></*OPTION*>
<*OPTION onClick="alert('Yuna! This is our story! Now let\'s see this thing through together.')"*>Tidus</*OPTION*>
<*OPTION onClick="alert('I like Tidus')"*>Yuna<*/OPTION*>
<*OPTION onClick="alert('I like Blitzball')"*>Wakka</*OPTION*>
<*OPTION onClick="alert('I wear belts')"*>Lulu<*/OPTION*>
<*/SELECT*>
<*/FORM*>

Remove all the *s