The example on the linked page doesn't allow multiple simultaneous selections, though the description indicates that it should. That page is a proprietary program, and really doesn't help with actually getting multiple select dropdowns.

"nTreePoint Web Forms is a powerful tool that allows non-technical users to create online forms and manage data without the need for programmers or custom development. "

w3schools.com mentions the "multiple" attribute for <select>, but it would need custom programming to use the result.

A little googling shows that this is largely an ASP special function, though I did see a PHP reference to constructing it: Multiple Select Drop Down Menu in PHP.