Somewhere in your JavaScript file you need to bind a function to the onsubmit
event of your form, so it can do whatever you want.
If you are using jQuery do this:
$(function(){
$('form').submit(function(e){
window.location.href = $('#dd1').val() +
$('#dd2').val()+
$('#dd3').val();
e.preventDefault();
});
});
Check how it works here: http://jsfiddle.net/WDtGK/2/
added HTML for context
<form>
<select class="dropdown" id="dd1">
<option>http://</option>
<option>ftp://</option>
<option>https://</option>
</select>
<select class="dropdown" id="dd2">
<option>google</option>
<option>yahoo</option>
<option>bbc</option>
<option>hotmail</option>
</select>
<select class="dropdown" id="dd3">
<option>.com</option>
<option>.net</option>
<option>.co.uk</option>
</select>
<input type="submit" name="button" id="button" value="Go!">
</form>