You can only accomplish that programmatically. There's no such setting in its property for something like that.
A multiple-column listbox only returns its bound-column's value and in turn only is able to give you the header of that column programmatically by using an if-then statement to check for the value for the column and return the appropriate header. (Correct me if I'm wrong )
For something like what you want, neither listboxes nor comboboxes will work. Some controls like FlexGrid or HFlexGrid will do the trick as they allow use to select a single cell instead.