Form_Dropdown with Blank "Select One..." Option

[eluser]dhall[/eluser]
I have several forms on my site that have dropdowns, both static options and dynamic from a database table.
I would like the default option to be "Select One..." with a blank key that would throw an error if an actual option is not selected when the form is submitted.

Right now the first option in my dropdown is always shown.

What can I do to have this done on all dropdowns? I figure modifying the actual form_dropdown helper, but I am not sure how.

Thanks for the help.