File directory = new File(url);
if(directory.isDirectory()) {
File[] files = directory.listFiles();
}
Then, in your JSP page, you take the file list (with a JavaBean for example) and with a for loop you create a SELECT BOX.
<%
for(int i=0; i<filelist.size(); i++) {
%>
<OPTION>filelist.get(i).getName()</OPTION>
<%
}
%>