Hi Chris,
There are a couple of things - I think you need to make sure that your HTML is a form element that you submit, that you are executing your STP via the STP Web App, and that the STP itself is configured to run on a Stored Process server rather than a Workspace Server. If that's the case, if you add &_debug=131 to the end of your URL, you should see the selected values being passed to sas as multiple called &multilistbox1, &multilistbox2, etc.
More info in the Multiple Values section of the SAS docs here, it explains it a lot better. It's quite straightforward. You will also be able to debug the parameters sent to the STP Web App via your browser's debug console, if you're familiar with that.
Nik
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