I can use Apache POI to build the drop-down list I need in an excel file, but I can't get the first item to act as the default item.
public class sd {
/**
 * @param args
 * @throws IOException 
 */
public static void main(String[] args) throws IOException {
DataValidation dataValidation = null;
DataValidationConstraint constraint = null;
DataValidationHelper validationHelper = null;
 XSSFWorkbook wb = new XSSFWorkbook();
 XSSFSheet sheet1=(XSSFSheet) wb.createSheet("sheet1");
    validationHelper=new XSSFDataValidationHelper(sheet1);
    CellRangeAddressList addressList = new  CellRangeAddressList(0,5,0,0);
    constraint =validationHelper.createExplicitListConstraint(new String[]{"SELECT","10", "20", "30"});
    dataValidation = validationHelper.createValidation(constraint, addressList);
    dataValidation.setSuppressDropDownArrow(true);      
    sheet1.addValidationData(dataValidation);
    FileOutputStream fileOut = new FileOutputStream("c:\\temp\\vineet.xlsx");
    wb.write(fileOut);
    fileOut.close();
}
}