I'm afraid what you're asking is impossible without
JavaScript. ColdFusion is server side code, the browser thus needs
to request from the server what it wants via loading a page. You
can use Ajax to do this without a page refresh, but Ajax is
JavaScript...so, yeah.
Create your menu the normal page refresh way, the way forms
were meant to work. THEN, add on some JavaScript to submit onchange
via Ajax. This way, if the user has JS off, they'll just get the
old method instead.
It's called "unobtrusive" use of JavaScript. Where both
options are available.
Mikey.