How can I hide some elements from a select list?

I am new to programming and I would like to know how to hide some options from a select control I have... I am going to explain the thing: So, i have two select controls.. according to the option from the select number 1, I want to hide some items from the second select, but I don't know how to do it, I was trying with some jQuery .hide but it is not working... Hope you can help me... Thank you