Well, AJAX is s true implementation of JavaScript. The JSP will come into play when you output the server-side code. Sometime like the follow should help you out!

Code:
<script type="text/javascript">
function chkDropDown(obj, url){
  var xmlHTTP;
  try{xmlHTTP = new XMLHttpRequest();}
  catch(e){
    try{xmlHTTP = new ActiveXObject("Msxml2.XMLHTTP");}
    catch(e){
      try{xmlHTTP = new ActiveXObject("Microsoft.XMLHTTP");}
      catch(e){
        alert("Your browser does not support AJAX!");
        return false;
      }
    }
  }

  xmlHTTP.open('GET', url, true);
  xmlHTTP.send(null);
  xmlHTTP.onreadystatechange = function(){
    if(xmlHTTP.readyState == 4){
      populateList(obj, xmlHTTP.responseText);
    }
  }
}

function popuplateList(obj, results){
  obj.length = 0;
  var theOptions = results.split(',');
  for(i = 0; i < theOptions.length; i++) {
    obj.options[i] = new Option(theOptions[i], theOptions[i]);
  }
}
</script>

<select name="whatever" onchange="chkDropDown(this, 'path/to/file.jsp')">