When I was working in 3.0 for a customer, I created a multi select picklist using the inbuilt options from Dynamics CRM. If I could do this then I believe MS can build it and help a lot of customers.
In the advanced find for any status, optionset field in the filter criteriea, we get a multi select picklist. We can move values around in that and it displays the multiselected values as well. I have used this same window and a couple of XML strings to create a similar field on a Form. The XML strings store the Values in my case.
This solution would certainly help a lot of customers and enhances the CRM product as well. The customers I speak to say that it is available in other products and why not here. I see that there is a possiblity and hope you can release it.