I understand now... you are using the multiple select list box (terminology is important here) and not check boxes (which is what I interpereted multiple choice box to mean).
That control does not allow you to do what you are wanting. You would have to custom design a control either using the InfoPath UI (which might be quite a struggle) or using an ActiveX Control (which might be too much work/cost).
I don't know of a viable alternative for you at this time--though there might be one that someone else knows of.
Good luck.
Greg Collins / Microsoft MVPQdabra® Software / Streamline data gathering to turn process into knowledge