I was able to find code to make the archives a drop-down menu, but now I am not sure where to put it.
Here is the code:
<select name="archive-dropdown" onChange='document.location.href=this.options[this.selectedIndex].value;'>
<option value=""><?php echo attribute_escape(__('Select Month')); ?></option>
<?php wp_get_archives('type=monthly&format=option&show_p ost_count=1'); ?> </select>
Thanks!!