Drop Down List with a tree-like look

I need to build a dropdown that will look like this (DropDownList control):
City1
-Town11
City2
-Town22
-Town33
--Town444
---Town5555
Pretty much a tree within the Dropdown.

In my SQL the table looks like this:
id, parentid, name
1 0 somename
2 1 sometown

No Level in DB is stored.
How can I implement this? I've done it before with Level stored in the database for each record, but this time it's different. Any help? ...