How do i put a dropdown list of ALL my post in the sidebar menu?

<?php
    // query for all posts
    $your_query = new WP_Query( 'posts_per_page=-1' );

    echo '<select>'.
         '<option value="" selected="selected">Select a post</option>';

    // loop through posts
    while ( $your_query->have_posts() ) : $your_query->the_post();
        echo '<option value="';
        the_permalink();
        echo '">';
        the_title();
        echo '</option>';
    endwhile;

    echo '</select>';

    // reset post data
    wp_reset_postdata();
?>

Obviously, that does nothing unless you bind some js/jQuery to the change event.