Create a drop down list that populates based on the selection form another drop down list.

I need to set up a drop down list that is popualated (i.e. displays a certain list of selctions in the drop down list) based on the choise the form user selects in an adjacent List

For example

There are two drop down list field sitting side by side in the form

1. Select State          2. Select Course

What I want to do is have a list of states in the first drop down list (1.Select State) and depending on which state the form user selects , the second drop down list (2.Select Course) will populate with a selction of courses available in that selected state only (i.e. it will on;y show course available in QLD if QLD is selcted).

Is this hard to do?