I was recently having trouble with this same thing and I found a really simple solution.
All you have to do is set the first option to disabled and selected. Like this:
<select id="select">_x000D_
<option disabled="disabled" selected="selected">select one option</option>_x000D_
<option>one</option>_x000D_
<option>two</option>_x000D_
<option>three</option>_x000D_
<option>four</option>_x000D_
<option>five</option>_x000D_
</select>
_x000D_
This will display the first option (grayed out) when the page is loaded. It also prevents the user from being able to select it once they click on the list.