You should not be editing Security Assist forms with form builder. The form builder wizard will remove some extra functionality that Security Assist depends on. If you want to make changes you should be doing that with dreamweaver directly.
You would use the dreamweaver properties window to update the list values. You could add the please select a state value at the top and then specify the rest of the fields from a recordset you create. The recordset order would be controlled by an ORDER BY clause in your recordset SQL statement.