Problems with dynamically populated (via ajax) drop menu on failed validation

I have a drop down called 'sub sector' that is dynamically populated based on the selection of another drop down called 'sector'. I have used the jQuery change event handler to make an ajax call and populate the sub sector drop down - this all works fine. The problem is that when I submit the form and validation fails, it clears the sub sector drop down and reverts to its original state. How can I get the form/drop down to remember what its options were before submission so that it retains these (and which option was selected) after a failed validation? N.B. The form is not being submitted using Ajax!