I came across this topic a bit, but maybe someone else along the way will find this useful.
I was also having trouble getting jquery ui selectmenu to do the postback. previous comments got me pretty close, but errors occurred when I started it. This may be due to the version I'm using, but my final solution was to attach the postback to the change event a little differently. I had to pass strings instead of a callback instead of the actual element. The first parameter is the identifier of the select element, and the second parameter is the name of the function being called on the server side.
$("#cboStateFilter").selectmenu({ change: function (event, ui) { __doPostBack("cboStateFilter", 'cboStateFilter_SelectedIndexChanged'); } });
Kevbo
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