Use following code,I have tested it and its working
var prev_val;
$('.dropdown').focus(function() {
prev_val = $(this).val();
}).change(function(){
$(this).unbind('focus');
var conf = confirm('Are you sure want to change status ?');
if(conf == true){
//your code
}
else{
$(this).val(prev_val);
$(this).bind('focus');
return false;
}
});