Chained select box like state and city in jqm....

Chained select box like state and city in jqm....

Hi ...
i have a form where i need user to fill out state and city. State and city are related to each other by foreign key in database...

So i have put state select box like this..
<div data-role="fieldcontain">
<label for="state_id" class="select">State:</label>
<select name="state_id" id="state_id">
<option value="" data-placeholder="true"  >Choose</option>
<?php foreach ($states as $states):?>
                         <option value="<?php echo $states->id?>"  ><?php echo $states->states;?></option>
                                                 <?php endforeach;?>
</select>
</div> 

and than on change event ...
$('#state_id').live('change',function(){
var val = $(this).attr('value');
$.ajax({
type: "POST",
url: baseurl+"getcities/"+val,
success: function(data)
{
$('#content_city').html(data);
}
});
});

i bring city combo...
<div data-role="fieldcontain" id="content_city">
<label for="city_id" class="select">City</label>
</div>

But when i put ciity combo using .html() from js file .. it shows me native select box... mobile jquery as allready loaded does not take any effect...
i want it to be themed like jqm select box.
Also i have set 
$.mobile.selectmenu.prototype.options.nativeMenu = false;

and using jqm alpha 4...

All suggestions and help will be appriciated.
Thanks in advanced....