How do I have a "Please Select" choice as default on my drop down?

Hi,

I would like to have a "Please Select" choice as the default setting on a pull down so users are forced to pull down and make a choice. How do I best accomplish that? URL: http://austindogbragger.com/brag-on-your-austin-dog/

Thank you!
Mark

Thank you Kevin - I just realized that the drop down I'm using is the Post drop down, not a regular drop down. I'd like my visitors to categorize their submission so it groups it in the right category on the blog. That particular drop down does not have the same functionality as the normal drop down. Thank you though - I needed to know how to do that too!

If anyone else has an idea of how to do what Kevin described but in the Post Category drop down, I'd appreciate it!

Mark