Custom dropdown

Custom dropdown

Hi, I'm Trying to do a custom drop-down using jquery.

    <option>Please select a name</option>
    <option value="1">Tom</option>
    <option value="2">Jerry</option>

I don't want 'Please select a name' to be part of drop-down. It should be there as a link and the drop-down icon on the right (aligned with it). when clicked on it, the option list should appear below. When clicked on for eg., Tom it should replace the text  'Please select a name'.  I tried it with disabled and other jquery like remove(),. update() etc. but its not working.

Can somebody help? thanks in advance.