This is something that a lot of people encounter for the first time with the Windows controls like the list box ;)
What you need to do here is to check the selected value of the dropdown list to something else - and as the list itself doesn't provide an action for that like Active Objects do, you have to use the "Compare two general values" action of the Special object, as Zerok implied.
Instead of looking for an action in the dropdown list, right-click the first object in the list of objects when you're setting up a new event (it looks like two monitors) and select "Compare two general values". You'll get a new dialog box with two fields - for the first, click the "Retrieve data from an object" button and then find the expression that gets the selected value of the dropdown list (this time, it'll be in the dropdown list object itself). Then enter the string you want to compare to, such as "Attack", on the bottom half of the compare dialog.
You'll need to insert a second condition to the same event (right-click on the event and select "Insert") to also check for the button being clicked.