It isn't possible, and here's why. The data structure for a multi-select is repeating. InfoPath includes one blank instance by default - when you select or deselect items in your multi-select, nodes are added or removed. If you preview your form and select a few options, then use File > Save As to save the file, you can open the XML in a text editor, look for the field bound to the multi-select and see what I mean. InfoPath has no built in way to use rules to add (or delete) instances of a repeating node.
Hilary Stoupa
