The HTML select element has received much criticism when used for multiple selection over its usability problems. Although it may be simple enough for experienced users, it must be explained in detail (repeatedly) to the less experienced users, who will always find its behavior to be unintuitive. Recently we have come up against this problem and are attempting to work around it.
The script can be found in the forge on the Improve Multiple Select project page. The script can be directly downloaded from the files section (I suggest against directly linking to it - since the location may change). As always, feedback, suggestions for improvement, bug reports, etc. are greatly appreciated.