Well... this is a late reply.
(Havent been around much lately..)
First thing, when you create a jump menu in dreamweaver, a little dialog box should show up. (At work right now, so I can give exact details...)
Name the menu, create a menu item with a name like "-----------" or "Please choose a location" or something of the sort as your first item.
Make sure that there is NO html page in the link box thingy dingy.
Then, create the names and links for the other pages you want on your jump menu... Test it out..
If it doesnt work, lemme know, when I get home, I'll try to get more detail.