Well, there are many many ways of handling this type of function. It can be handled in Javascript or Jquery or even PHP.
In PHP, you would have to do one of several ways possible. First, you can track the current values of a dropdown by saving it inside of SESSION variables and just refresh the page. In this manner, you would check the SESSION variable to see if the first dropdown was selected. If so, you display it with the current value selected and then go to the next dropdown and load whatever is needed inside that one, etc.
There are advantages to this way which is manly security. No outside code show to the user. (Anyone can RIGHT-CLICK on ANY page on ANY site and do a VIEW-SOURCE!) If you use PHP, they can not view your source. But, with Javascript/Jquery, they can see that code because it is CLIENT-SIDE code. (PHP is SERVER-SIDE code and does not exist once inside the browser!)
So, to handle it is PHP, you just create SESSION variables for the first dropdowns. Set up your OPTIONS in your dropdown select tag’s to include a lowest level setting. This means to use the first dropdown option to be something like value=0, displaying “Select your option”. When the page is posted back to itself, it checks for this dropdown’s value and if it is 0, it sets it to that value and all the other dropdown’s that follow. If they select the next value for the first dropdown, the PHP code sets their value as the SELECTED version and then sets the next dropdown to the correct input options.
Hopefully, this helps explain and give you a starting point. If you can not figure it out, ask further questions. I am sure we can help with this one. Good luck!