There's a couple of issues on your site and they are all mostly related to your template customizations. Firstly, if you look at
http://screencast.com/t/RZyz3QAhvp , this is already throwing js errors on your site.
As for the dropdown not loading up, it's also because of your template customizations. Somewhere in your customization seems to be overriding the behavior of the dropdown. I have switched to the protostar template and it's actually working out fine.
You need to relook at your template customizations.