Add "selected" to the desired option:
<select>
<option value="a" <?php echo ($_POST['select'] == 'a') ? 'selected' : ''; ?>>a</option>;
<option value="b" <?php echo ($_POST['select'] == 'b') ? 'selected' : '' ?>>b</option>
<option value="c" <?php echo ($_POST['select'] == 'c') ? 'selected' : ''; ?>>c</option>
</select>
Or, if you create your select with a loop, do it once for every options:
<?php $list = array('a', 'b', 'c'); ?>
<select>
<?php foreach($list as $value): ?>
<option value="<?php echo $value; ?>" <?php echo ($_POST['select'] == $value) ? 'selected' : ''; ?>><?php echo $value; ?></option>
<?php endforeach; ?>
</select>