The following code was pasted from the help.
Private Sub UserForm_Initialize()
ListBox1.ColumnCount = 5
ListBox1.RowSource = "a1:e4"
ListBox1.ControlSource = "a6"
'Place the ListIndex into cell a6
ListBox1.BoundColumn = 0
End Sub

you may change the multiSelect property  of your listbox  at design time or at
run time with the following

ListBox1.MultiSelect = fmMultiSelectExtended