In the app's display settings, in the Page Footer HTML, add this code.
Change the code as necessary.
<script>
$(".search_within_distance select")[0].length=0;
$(".search_within_distance select").html('<option value="1" selected="selected">1 Mi</option><option value="2">2 Mi</option><option value="5">5 Mi</option><option value="10" >10 Mi</option><option value="25">25 Mi</option><option value="9999">No Limit</option>');
</script>
This code will have the dropdown display distances of 1, 2, 5, 10, 25 miles and an option for no limit.
The 1 mile option will be displayed by default.