2 Dropdown fields

Hello folks,

I have a litlle problem:
How do I set up two 'Dropdown' fields that one depends on each other.

For example, 'Country' and 'State' fields. Selecting the 'Country', the 'State' field will be loaded only with the states of that country.

Of course there will be tables of 'Countries' and 'States'. But also the field 'id_country' in the 'State' table to make the join.
Sorry for my English. I am from Brazil. The google help me with de translation.
Thanks