Machs so:
document.write('<form name="form">');
document.write('<select name="site" size=1 >');
document.write('<option value="">Select Year');
document.write('<option value="1994">1994');
document.write('<option value="1995">1995');
document.write('<option value="1996">1996');
document.write('<option value="1997">1997');
document.write('<option value="1998">1998');
document.write('<option value="1999">1999');
document.write('<option value="2000">2000');
document.write('</select>');
document.write('</form>');