If you are going to exit the field, you need somewhere else, like another field to get the focus. If the drop downlist is the only field in the tab order, when you exit the field with the drop down list, you will automatically re-enter the field and it will deploy again. If you have somewhere else to "go", such as another field in the tab order, simply selecting a value or pressing a key (tab, enter, return) set up in the Inspector's behavior settings to exit the field is all that you need to do to exit the field.
You might also experiment with the arrow option for a drop down list. With that option selected the drop down does not deploy until you click the arrow.
I cant think of another place for it to go the only other interactive thing on that page is a continue button
Try setting the OnObjectSave trigger (if you allow users to type data into the drop down field) or the OnObjectModify trigger if you do not to do this one script step: