The guide is here (in case you missed it!)
You have added extra <form> </form> tags around your 'select' code. You should remove those.
Your code should look like this:
<label>State
<select name="state_id" id="State">
<option>Alabama</option>
<option>Alaska</option>
<option>Arizona</option>
<option>Arkansas</option>
<option>More States</option>
<option>Washington</option>
<option>West Virginia</option>
<option>Wisconsin</option>
<option>Wyoming</option>
</select>
</label>
Edit: removed duplicate 'name=' from code!
