{Brief}

I will show you how easy to use ajax in Yii, and you will get it very soon. ^&^

Here is a very hard version, Link

{Plan A : Basic One}

{Controller}

//Ajax Upgrade
  public function actionACountry()
  {
      $this->render('ac');
  }

  public function actionAcity()
  {
      $arrCity = array(
          '1'=>array('1'=>'NY', '2'=>'Bosston', '3'=>'DC'),
          '2'=>array('1'=>'Paris', '2'=>'Versailles', '3'=>'Nice'),
          '3'=>array('1'=>'Tokyo', '2'=>'Osaka', '3'=>'Nagoya'),
      );
      @$intCid = (int)$_POST['country_id'];
      if (!empty($intCid))
          foreach ($arrCity[$intCid] as $key=>$cityName)
              echo CHtml::tag('option',
                              array('value'=>$key),
                              CHtml::encode($cityName),
                              true
                              );
       }

{View : ac.php}

echo CHtml::beginForm();
      echo CHtml::dropDownList(
      		'country_id',
      		'',
                  array('0'=>'Choice One',
                  	'1'=>'USA',
                  	'2'=>'France',
                        '3'=>'Japan',),
                  array(
                      'ajax'=>array(
                          'type'=>'POST',
                          'url'=>Yii::app()->createUrl('lab/acity'),
                          'update'=>'#city_id',
//                       		'data'=>'js:javascript statement',
                      )));
      echo CHtml::dropDownList('city_id', '', array('Country First'));
echo CHtml::endForm();

{Plan B : Advantage One}

{Controller}

//Ajax Upgrade
  public function actionACountry()
  {
      $this->render('ac');
  }

  public function actionAcity()
  {
      $arrCity = array(
          '1'=>array('1'=>'NY', '2'=>'Bosston', '3'=>'DC'),
          '2'=>array('1'=>'Paris', '2'=>'Versailles', '3'=>'Nice'),
          '3'=>array('1'=>'Tokyo', '2'=>'Osaka', '3'=>'Nagoya'),
      );
      @$intCid = (int)$_POST['country_id'];
      if (!empty($intCid))
          foreach ($arrCity[$intCid] as $key=>$cityName)
              echo CHtml::tag('option',
                              array('value'=>$key),
                              CHtml::encode($cityName),
                              true
                              );

      echo '<pre>';
      print_r($_POST);
      print_r($arrCity[$intCid]);
      echo '</pre>'; }

{View : ac.php}

echo CHtml::beginForm();
      echo CHtml::dropDownList(
      		'country_id',
      		'',
                  array('0'=>'Choice One',
                  	'1'=>'USA',
                  	'2'=>'France',
                        '3'=>'Japan',),
                  array(
                      'ajax'=>array(
                          'type'=>'POST',
                          'url'=>Yii::app()->createUrl('lab/acity'),
                          'update'=>'#city_id',
//                       		'data'=>'js:javascript statement',
                      )));
      echo CHtml::dropDownList('city_id', '', array('Country First'));

      echo '<div>'.CHtml::textField('TSource','',array('ajax'=>array(
          'type'=>'POST',
          'url'=>'acity',
          'update'=>'#TOut',
          'data'=>'js:jQuery("#country_id").serialize()',
      )));

      echo CHtml::textArea('TOut','',array('cols'=>'120','rows'=>'30'));
echo CHtml::endForm();

{Boy Say}

In Plan A, the only thing that you need to do it choice a country name, the relative city name will display immediately, and Plan B, we add to textbox, so you need to choise a country and input something in textbox and pre Tab.