On your first form submission, create session variables for
each player selected. Then, do something like this:
<cfoutput query="SelectNames">
<option value="#SelectNames.ID#"
<cfif id is session.id>selected="selected">
>
#selectNames.Surname#,
#SelectNames.PlayerName#</option>
</cfoutput>
Make sure you do something the first time the page loads and
your session variables don't exist yet.