Select change > remove an item from the select field

Select change > remove an item from the select field

What I try to do is the following..let's say I have this form:
<select name="sSelectMe" class="someclass">
<option value="">select an option</option>
<option value="1">option 1</option>
<option value="2">option 2</option>
</select>
How can I remove the first option from the list when someone selects any item?