This menu you speak of is a "select" form option, eh?
And you want people to be able to choose more than one option.
cause if that's the case putting "multiple" in the select tag should work
<select name='pets' multiple>
I hope that helps you. and if you're doing XHtml it might want you to say "multiple='multiple'"
And you'd probably want to give it a 'size' attribute as well... *shrug*