Nathan,
There doesn’t seem to be a “User” way to do this… although you could do this with conditionals:
<p><select name="bday_m">
<option value="1" {if bday_m == "1"}selected="selected"{/if}>January</option>
<option value="2" {if bday_m == "2"}selected="selected"{/if}>February</option>
<option value="3" {if bday_m == "3"}selected="selected"{/if}>March</option>
<option value="4" {if bday_m == "4"}selected="selected"{/if}>April</option>
<option value="5" {if bday_m == "5"}selected="selected"{/if}>May</option>
<option value="6" {if bday_m == "6"}selected="selected"{/if}>June</option>
<option value="7" {if bday_m == "7"}selected="selected"{/if}>July</option>
<option value="8" {if bday_m == "8"}selected="selected"{/if}>August</option>
<option value="9" {if bday_m == "9"}selected="selected"{/if}>September</option>
<option value="10" {if bday_m == "10"}selected="selected"{/if}>October</option>
<option value="11" {if bday_m == "11"}selected="selected"{/if}>November</option>
<option value="12" {if bday_m == "12"}selected="selected"{/if}>December</option>
</select></p>
etc 
