Someone

<?php
	if (empty($_GET['module_signature'])) {
		$modSig = 'All';
	} else {
		$modSig = $_GET['module_signature'];
	}
?>

<select id="module_signature" name="module_signature">
<option value="All"<?php echo ($modSig == 'All' ? ' selected="selected"' : '');?>>All</option>

<?php
	require_once('include/mysql.php');		
	$query = "SELECT DISTINCT module_signature FROM incident";
	if ($result = mysql_query($query)) {
		while (list($module_signature) = mysql_fetch_array($result)) {			
			echo '<option value="'.$module_signature.'" '.($modSig == $module_signature ? 'selected="selected"' : '').'>'.$module_signature.'</option>\n';
		}
		echo '</form> <input type="submit" name="submit" value="Filter" /><br /><br />';
	}