Hi again
To treat things the other way around and answer point 2 first as I think about answering 1.
Easiest way is to double click on the control for the drop-down box and go into the "Advanced" tab. Then add the placeholder Select... It will not appear in the list but will remain their until something is selected.
Okay, 1; If i understand correctly, you are trying to concatenate a multiple list field before then displaying it in an InfoPath drop-down. This is a step too far for InfoPath, what I would recommend is to perform the concatenation in another web service and present that to InfoPath. As an addendum InfoPath only uses concatenate on a single items, not lists.
Cheers