dinamic ajax select in form api

Hi guys, i'm creating a module to do it:

In my module i used 3 dinamics selects, it's hierarchy.

When i select the first, it call a function by ajax and load the second, then when i select the second it load the third.. ok, this ajax functionally work fine...

So, my problem is when i submit this form. the drupal not valid it and i give on error "invalid value" and not validate my form, the submit failed..

How can i do it??

ob. i used the the hooks (hook_form, hook_validate)..

i noticed that when i submit it not validate, and the processing not back to hook_form...

thanks..