large quantities of data in menus

I am trying allow my users to be able to do the following selection in a serious
of chained menu type boxs: country-->regions-->city.

Following information posted in this forum I have found a utility to help, but
the big problem I am facing is how to manage quantities of data.

There are hundreds of countries and each country has many regions and
each region has .... well you get the picture.

If I have a user have to load all this in the background on a screen, it could
take minutes for it to load.

Is there a way, preferably reloading the screen, to load the new set of data
needed for the next pulldown? If not, how do you think might be a best
route for this? I am a heavy Java developer, but I have very limited
knowledge of Javascript so any ideas are great and detail is appreciated.

Thank you.

Does it have to be Javascript?

An alternate option could be using a database and a server-side programming language.
Then you could do something similar to: page.htm?country=Canada&region=west and this would display the list of cities... also, leaving the region off would display the list of regions... likewise for country =)

Note, I put .htm as a placeholder for your server side language... it could be JSP, PHP, PL, CGI, and whatever else you feel comfortable using.

If you're heavy on Java, then you might want to use JSP... but be forewarned that installing a Java web environment isn't always the easiest solution...

but again this relates to my inital question, does it need to be Javascript?
[and for curiousity, what does your current page/javascript look like?]