Indenting of child terms as part of the Jump Menu?

The Jump module does what I need, but I want to also show the terms with their parent relationship.

For example, using the US as a vocabulary, it might have terms like:

Alabama
Alaska
Arkansas
California
Delaware

If I add children terms to those to represent their capitals, it would display like this:

Alaska
Juneau
Arkansas
Little Rock
California
Sacramento
Delaware
Dover

What I want is to display like the Jump menu, but children should be indented like this:

Alaska
--Juneau
Arkansas
--Little Rock
California
--Sacramento
Delaware
--Dover

Any ideas?