You can accomplish this by adding an attribute to your DropDownList.
This will add a Javascript event handler to your rendered HTML and
allow you to easily open a new window:
In the Page_Load event add this code
DropDownList1.Attributes.Add("onchange", "window.open
('TestPage.aspx','myNewWindow','height=200,width=400,status=yes,toolbar=no,menu
bar=no,location=no'))";
When your page is loaded this attribute will be added to the
DropDownList tag and when you click a new item in the list
the
window will open.