I'm very new in using the rico and also ajax,
i have some JSP pages and i need to add some ajax features in my jsp 
page,
for the example i need to add a double drop down list that when i select 
one option in the first the second drop down list option will be created 
depends on the first drop down list.
How can I implement this and then add this to my jsp page?

You'll need to use what is called a "Chain Select". You can see a sample
of this in http://www.rmsi.com/telecom/catalogueHome.asp. Though the
example is in classic ASP, it can be done in JSP in a similar manner.
You can try www.dhtmlgoodies.com for a tutorial.