As simple as

HTML Code:
<select name="SomeName">
	<optgroup label="Site Areas">
		<option value="opt1" >Option 1</option>
		<option value="opt2" >Option 2</option>
		<option value="opt3" >Option 3</option>
		<option value="opt4" >Option 4</option>
		<option value="opt5" >Option 5</option>
		<option value="opt6" >Option 6</option>
	</optgroup>
</select>