<select name="cs"  onChange="ajaxRequest(this)">

function ajaxRequest(){
  var activexmodes=["Msxml2.XMLHTTP", "Microsoft.XMLHTTP"] //activeX versions to check for in IE
  if (window.ActiveXObject){ //Test for support for ActiveXObject in IE first (as XMLHttpRequest in IE7 is broken)
  for (var i=0; i<activexmodes.length; i++){
    try{
    return new ActiveXObject(activexmodes[i])
    }
    catch(e){
    //suppress error
    }
  }
  }
  else if (window.XMLHttpRequest) // if Mozilla, Safari etc
  return new XMLHttpRequest()
  else
  return false
 }

 var mygetrequest=new ajaxRequest()
if (mygetrequest.overrideMimeType)
  mygetrequest.overrideMimeType('text/xml')
 mygetrequest.onreadystatechange=function(){
  if (mygetrequest.readyState==4){
  if (mygetrequest.status==200 || window.location.href.indexOf("http")==-1){
  var xmldata=mygetrequest.responseXML //retrieve result as an XML object
    var rssentries=xmldata.getElementsByTagName("pmdata")
    var output='<ul>'
    for (var i=0; i<rssentries.length; i++){
    output+='<li>'
    output+='<a href="'+rssentries[i].getElementsByTagName('picture')[0].firstChild.nodeValue+'">'
    output+=rssentries[i].getElementsByTagName('name')[0].firstChild.nodeValue+'</a>'
    output+='</li>'
    }
    output+='</ul>'
    document.getElementById("result").innerHTML=output
  }
  else{
    alert("An error has occured making the request")
  }
  }
 }

 mygetrequest.open("GET", "http://outranet.scm.tees.ac.uk/users/u0000700/wes_ica_09_10/ukpm.php", true)
 mygetrequest.send(null)

<prime_minister>
<pmdata>
<name>
Herbert Henry Asquith
</name>
</pmdata>
<pmdata>
<dates>
 1908-16
</dates>
</pmdata>
<pmdata>
<number>
35
</number>
</pmdata>
<pmdata>
<picture>
http://www.number-10.gov.uk/files/images/OLD%20PMs%20-%20H%20H%20Asquith.jpg
</picture>
</pmdata>
</prime_minister>