This week's book giveaway is in the OO, Patterns, UML and Refactoring forum. We're giving away four copies of Refactoring for Software Design Smells: Managing Technical Debt and have Girish Suryanarayana, Ganesh Samarthyam & Tushar Sharma on-line! See this thread for details.
You should use Java script framework such as jQuery and its API documentation will help you to do this.
You can not set the innerHTML of a select element in IE.
Easiest solution is to use jQuery since it handles it for you.
BUT if you can not use that library, I wrote a little function that tries to set the innerHTML. If setting the innerHTML results in no options being added, it rewrites the function so it will create an element and clone its options.