aramanı GET metodu ile yaptığını varsayıyorum.

<select name="sehir" id="sehir" style="width:130px;"> 
  <option value="">Hepsi</option> 

<?php 
$sql="SELECT plaka,ad from sehir order by plaka asc"; 
$sorgu=mysql_query($sql); 
while($array=mysql_fetch_array($sorgu)) 
{ 

?> 
<option <?php if($_GET["plaka"]==$array['plaka']) echo "selected='selected'"; ?> value="<?php echo $array['plaka'] ;?>"> <?php echo $array['ad']; ?> </option> 

<? 
} 
?> 

</select> 




?>