A quick and dirty solution to show you how it can be done:
<?php
$sql = mysql_query("SELECT access_id FROM user WHERE id='".$userid."' LIMIT 1");
$result = mysql_fetch_array($sql);
$id = $result['access_id'];
$query = mysql_query("SELECT * FROM access");
?>
<select name='access'>
<?php
while ($accessrow = mysql_fetch_array($query)) {
?>
<option value="<?php echo $accessrow['id']; ?>" <?php if ($id == $accessrow['id']) { echo 'selected'; } ?> ><?php echo $accessrow['access']; ?></option>
<?php } ?>