the key is in the way you create your recordsets.
set the parent recordset to return the colors:
SELECT color FROM Tablename
the child recordset will return the colors and sizes:
SELECT color, size FROM Tablename
create the parent select list to use the color column of the parent recordset as both the label and the value.
then add the Dynamic Array behavior. The Value of the parent select list is what is used to match on the Parent ID setting of the Create Dynamic array. Set the Dynamic array to use the child recordset, Set the Parent id to Color, set the Child ID to Size and the Child label to size