$(function() {

    $('#f_show').submit(function(e) {
  
         e.preventDefault();
        
         window.location += '/' + $('#dataname').val();

         // если надо из текста, то так:

         window.location += '/' + $('#dataname option:selected').text();    

         return false;
    });

});

<select ONCHANGE="location = this.options[this.selectedIndex].value;">

   <option value="" selected="selected">Navigation</option>

   <option value="index.html">Home</option>
   <option value="detroitvideoproduction.html">Video Production</option>
   <option value="locationsounddetroit.html">Location Sound</option>
   <option value="videoeditingdetroit.html">Video Editing</option>
   <option value="custommotiongraphicsdetroit.html">Custom Graphics</option>
   <option value="demoreel.html">Demo Reel</option>
   <option value="http://www.youtube.com/user/VideoDetroitMI?ob=0">You Tube</option>
   <option value="http://vimeo.com/liveoutloudproductions">Vimeo</option>
   <option value="dslrrentalsdetroit.html">Camera Rental</option>
    <option value="lectrosonicsrentalsdetroit.html">Audio Rental</option>
    <option value="griprentalsdetroit.html">Grip Rental</option>
    <option value="camerasupportdetroit.html">Camera Support</option>
    <option value="about.html">About Us</option>
    <option value="contact.html">Contact</option>
</select>