您应该这样尝试：

<?php

mysql_select_db("$db_name") or die(mysql_error());

$sql = "SELECT gamename FROM games";
$query = mysql_query($sql);

echo '<select name="game" style="width: 400px">';
while ($row = mysql_fetch_assoc($query)) {
    echo '<option>'.$row['gamename'].'</option>';
}
echo '</select>';

?>