How do you remove the dotted border/outline that is shown when selecting an item from a dropdown menu?

You can see there is a dotted border/outline shown, I want to remove this (screenshot taken in Firefox).
Trying the solution below did not remove it:
select:focus, option:focus, select::-moz-focus-inner, option::-moz-focus-inner {
outline: none;
border: none;
}
The HTML is just simply this:
<select name="order">
<option value="desc">Newest to oldest</option>
<option value="asc">Oldest to newest</option>
</select>
On windows 7 and IE9 no border/outline is shown, Instead a blue background is shown. The blue background and in your case the border/outline is managed by the OS. I suspect your are on a Mac?
Remove outline from select box in FF
How to remove Firefox's dotted outline on BUTTONS as well as links?