How to add "Search All Categories" to dynamic dropdown menu

I need to add "Search all categories" to dynamic dropdown menu.
I read many articles about adding a button, but I would like it to be a part of the dropdown menu. Any help would be great. Thanks.

Here is the link to the page.
http://palmbeachgrapevinedirectory.com/DCsearch.php

add an option with an empty value to the list:
<option value="">Search All</option>

How about adding it to the subcategory field. It doesn't seem to work on the subcategory.

here is the link to the page.
http://palmbeachgrapevinedirectory.com/BusDirPage.php

Thank you

you don't have a blank option for the subcategory.

when i search for automotive and don't make a selection in the subcategory, the search page URL is:
http://palmbeachgrapevinedirectory.com/ResultsForBusinessCSL.php?Parent=14&Child=Choose&Location=&Submit=Search&WADbSearch1=Submit&WADbSearch2=Submit

so it is passing Choose as the subcategory.

if i set the subcategory to be blank:
http://palmbeachgrapevinedirectory.com/ResultsForBusinessCSL.php?Parent=14&Child=&Location=&Submit=Search&WADbSearch1=Submit&WADbSearch2=Submit


it seams to work as desired.