http://blog.350nice.com/wp/wp-content/uploads/2009/07/listpreferencemultiselect.java

public class ListPreferenceMultiSelect extends ListPreference {
    //Need to make sure the SEPARATOR is unique and weird enough that it doesn't match one of the entries.
    //Not using any fancy symbols because this is interpreted as a regex for splitting strings.
    private static final String SEPARATOR = "OV=I=XseparatorX=I=VO";

    private boolean[] mClickedDialogEntryIndices;

    public ListPreferenceMultiSelect(Context context,AttributeSet attrs) {
        super(context,attrs);

        mClickedDialogEntryIndices = new boolean[getEntries().length];
    }

    @Override
    public void setEntries(CharSequence[] entries) {
        super.setEntries(entries);
        mClickedDialogEntryIndices = new boolean[entries.length];
    }

    public ListPreferenceMultiSelect(Context context) {
        this(context,null);
    }

    @Override
    protected void onPrepareDialogBuilder(Builder builder) {
        CharSequence[] entries = getEntries();
        CharSequence[] entryValues = getEntryValues();

        if (entries == null || entryValues == null || entries.length != entryValues.length ) {
            throw new IllegalStateException(
                    "ListPreference requires an entries array and an entryValues array which are both the same length");
        }

        restoreCheckedEntries();
        builder.setMultiChoiceItems(entries,mClickedDialogEntryIndices,new DialogInterface.OnMultiChoiceClickListener() {
                    public void onClick(DialogInterface dialog,int which,boolean val) {
                        mClickedDialogEntryIndices[which] = val;
                    }
        });
    }

    public static String[] parseStoredValue(CharSequence val) {
        if ( "".equals(val) )
            return null;
        else
            return ((String)val).split(SEPARATOR);
    }

    private void restoreCheckedEntries() {
        CharSequence[] entryValues = getEntryValues();

        String[] vals = parseStoredValue(getValue());
        if ( vals != null ) {
            for ( int j=0; j<vals.length; j++ ) {
                String val = vals[j].trim();
                for ( int i=0; i<entryValues.length; i++ ) {
                    CharSequence entry = entryValues[i];
                    if ( entry.equals(val) ) {
                        mClickedDialogEntryIndices[i] = true;
                        break;
                    }
                }
            }
        }
    }

    @Override
    protected void onDialogClosed(boolean positiveResult) {
//        super.onDialogClosed(positiveResult);

        CharSequence[] entryValues = getEntryValues();
        if (positiveResult && entryValues != null) {
            StringBuffer value = new StringBuffer();
            for ( int i=0; i<entryValues.length; i++ ) {
                if ( mClickedDialogEntryIndices[i] ) {
                    value.append(entryValues[i]).append(SEPARATOR);
                }
            }

            if (callChangeListener(value)) {
                String val = value.toString();
                if ( val.length() > 0 )
                    val = val.substring(0,val.length()-SEPARATOR.length());
                setValue(val);
            }
        }
    }
}