I think it already exists. There is a free plugin (http://wordpress.org/extend/plugins/category-ajax-chain-selects) but it do not work and I don’t know why.
So, I would like a plugin that shows two dropdowns: the first one with my categories and the second one empty. Only when a category is selected that the second dropdown must show the subcateries of the selected category. Like this: http://demos.99points.info/dynamic_dropdown (but this example hide the second dropdown).
Anyone know if there exists a plugin like that or can develop for me?