MSCRM by default doesnot provide any control for multiple selection.. To make this happen we have to go for customization.

The following code snippet in java script replaces the ShipCode picklist control in Account form with a Multi-Select Checkbox Style Picklist control.

var ShipCode = crmForm.all.address1_shippingmethodcode;
 
ShipCode.style.display = "none";
 
var addDiv = document.createElement("<div style='overflow-y:auto; height:100px; border:1px#6699cc solid; background-color:#ffffff;' />");
 
ShipCode.parentNode.appendChild(addDiv);
 
for( var i = 1; i < ShipCode.options.length; i++ )
 {
    var SCOption = ShipCode.options[i];
   
    var addInputCheckBox = document.createElement("<input type='checkbox' style='border:none; width:20px; align:left;' />" );
   
    var addLabel = document.createElement( "<label />");
    addLabel.innerText = SCOption.text;
 
    var addBr = document.createElement( "br");
   
    ShipCode.nextSibling.appendChild(addInputCheckBox);
    ShipCode.nextSibling.appendChild(addLabel);
    ShipCode.nextSibling.appendChild(addBr);
 }