In pure HTML form, no. There are probably ways to do it in JavaScript, but I wouldn't recommend it. If a user turns off browser scripting, it won't work. Forms should use coding that cannot be compromised from the browser side.
I'd recommend converting your <select> to a series of checkboxes, each one set as an array value. Then, on the receiving side, process your passed values into an array and use it that way.
There's actually a few discussions going on right now in the various forums that might be helpful for you to follow. They pretty much cover the mechanics of how it works...