Adobe Acrobat can do that with JavaScript (you posted your question in the Adobe Reader forum). If you can confirm that you meant Acrobat and not Reader, we can move you to the correct forum, so that others can help you over there if the post below doesn't fully answer your question.

In the meantime, here's a post that shows how to do it in Acrobat:

Dropdown Menu with Hyperlinks?

Adobe Acrobat Reader cannot do that so if that's what you have, you're out of luck.

If you have something else, you'll want to find a forum for that product.