There are two different ideas here...
One is a multi-select listbox that you can use to show you want more than one of something. An example is selecting choices for a report, or query, or form filter. This does not save the data anywhere though; it is for immediate use. Simply change the Listbox to "Simple" or "Extended" under Properties>Other>Multi-Select.
If you are trying to use a multi-select listbox to store multiple values associated with an entry in your table, the question becomes vastly more complicated. You can do this fairly simply with a subform that has combo boxes on it. It is a much more difficult task, though not impossible, to use a multi-select listbox to populate records on the "many" side through VBA.
Post back if you need further information.