How to create a select list that contains url links
With views you van create jump menu's: http://nodeone.se/en/learn-views-with-nodeone-part-18-jump-menu

You can use that view as a block on your page.

If you want to use it between your other fields, you can use the module https://www.drupal.org/project/viewfield. Add a field of type viewfield on your content type, choose the view you created earlier and pass the nid as parameter.