So how you are setting up your state select list should not matter so long as the values match what you in your table. You will want to add in another recordset that selects from this table, you will want to use the filter options at the bottom to filter based on a form value and specify the state select list for the value.
This should give back the record from your table where it matches the state selected by the user. Once you have got this working the next thing is to set the session variable.
For the trigger you can use the post of the state value the same as you are filtering your recordset. For the value you would just set it to the column binding that holds the value you are looking for from your filtered recordset.
If you have any questions about any part of this please post back with what you have and the result you are getting.