IE5.5+
<select>
<optgroup label="<5" >
<option>0</option>
<option>1</option>
<option>2</option>
<option>3</option>
<option>4</option>
</optgroup>
<optgroup label=">4" >
<option>5</option>
<option>6</option>
<option>7</option>
<option>8</option>
<option>9</option>
</optgroup>
</select>
<select>
<optgroup label="<5" >
<option>0</option>
<option>1</option>
<option>2</option>
<option>3</option>
<option>4</option>
</optgroup>
<optgroup label=">4" >
<option>5</option>
<option>6</option>
<option>7</option>
<option>8</option>
<option>9</option>
</optgroup>
</select>
<SELECT>
<OPTGROUP LABEL="Alkaline Metals">
<OPTION>Lithium (Li)</OPTION>
<OPTION>Sodium (Na)</OPTION>
<OPTION>Potassium (K)</OPTION>
</OPTGROUP>
<OPTGROUP LABEL="Halogens">
<OPTION>Fluorine (F)</OPTION>
<OPTION>Chlorine (Cl)</OPTION>
<OPTION>Bromine (Br)</OPTION>
</OPTGROUP>
</SELECT>