Are the options in your drop-down variable being populated from a script or from the Question Choices tab of the Select Box variable (see below):

If you are just using the tab that you see above then what I mentioned to do in an earlier comment WILL work. Make sure that you do not have a Question Choice of "None" and then check the Include none box.

Let me know if you are using a script to populate your drop-down variable instead of the Question Choices tab though, because your resolution will be different.