The reason there is an “Any” option in the first place is probably trigger the onchange event needed by the other dropdowns. What I would do is get rid of the “Any” option so that the select box has only a single option that is already selected to your country, and then move the onchange handler to an onload handler, e.g.
<select name=”location1″> <– since there is only one option you can get rid of the onload handler
on the body tag add onload=”update(document.formXXX.location1, locations)”
If the option will always be the US, why even give the user the ability to select “Any” and undo the values of the other select boxes.