CSS and pure HTML cannot do this on their own.
The only way possible, is to create your own type of SELECT through JavaScript code. This means, that you make a drop down type of menu with JS.
I know what you're thinking, your'e thinking NO, hell No! This will not look & function the same. It will, because, you can make it act as a normal SELECT drop down - it's just a bit more versatile, and looks nicer IMHO :)
Now, to the point.
Some time ago, I stumbled upon this very same issue, and after days of googling, I stumbled accross this amazing tutorial: http://www.devarticles.com/c/a/Web-Style-Sheets/Taming-the-Select/
What I did for you now, is to to just add all the missing pieces together, and add the wrapping capabilities :D
It works, I promise!
If you want it, just send me an email, or PM with your email, and I'll gladly send it to you :)
Or, tell me how to attach code here
It's Not Answers That Change The World, It's Questions