<table border="1" cellpadding="0" cellspacing="0">
<tr>
<td>Группа</td>
</tr>
<tr>
<? 
$db_server=mysql_connect("localhost","askar","askar");
if (!$db_server) die ("Невозможно подключиться к Mysql: ".mysql_error());
mysql_select_db("man",$db_server);

?>
<td>
<select name="group" onChange="history(window.location='all.php?group='+this.value);"> 
<option value=''>Все</option>
<?php
$sql = "SELECT * FROM `group` ORDER BY  `gr`";
$rs = mysql_query($sql);
while ($row = mysql_fetch_array($rs))
{ 
echo "<option ".if(isset($_GET['group'])){if($_GET['group']==$row['gr']) echo 'selected=\'selected\'';}."  value=".$row['gr'].">".$row['gr']."</option>";
}
?>
</select>
</td>

</tr>

</table>