Changing Drop Down Options

I have two drop down box's in a form, how would I go about changing the
options of the seccond one depending on what option is selected in the
first one?

For example, if there's a drop down box with "a", "b" and "c" as the
options, and another drop down box with "1", "2" and "3" as the
options; then when you select "a" on the first drop down box the values
of the seccond one changes to "a1", "a2" and "a3". This should work for
all the options of the first drop down box.