dependent dropdown list

In my site i need to have a dropdown list like the demo given in the this site: http://blue.live4all.co.il/~mooffie/cms/node/15
I have followed this above site and tried to do it. But i got stuck with some error.. i could not go further..

I would like to clear to the suggestor that i even used the module called "Category". With this module one can feed the data to a individual list. But the list are not dependent to each other. I mean a list do not invoke itself depending on other list. It has to be manually select.

What i want is I want to make a 3 drop down list i.e Country, State and City.When i click any country name in the drop down list then only the other two list called state and city has to be activated depending upon the choice made in country list .Similary with the state and city.

please do help with your suggestion.. as m in the middle of the project.

looking forwards from the drupaler..