Your code didn't work but the concept does. I worked another way around. See below.
Thanks.
$CFs = "";
if ($HTTP_POST_VARS["Choose_Features1"] != NULL) {
$CFs .= $HTTP_POST_VARS["Choose_Features1"].", ";
}
if ($HTTP_POST_VARS["Choose_Features2"] != NULL) {
$CFs .= $HTTP_POST_VARS["Choose_Features2"].", ";
}
etc...