ajking, sure you have to create the list box, right click it and choose properties. Then select the Options tab. Make sure you have checked "Multiple Selection". Then under "Selection Change" tab you will have to write some custom javascipt to do do the rest.
If you have the full version of Acrobat read the AcroJS.PDF file. It's installed with Acro 5 and has a lot of help with their custom Javascript language.