AEGCheckedCombo is a data-aware and non-data-aware combo box component that has a drop down list where each item has a check box. It has special buttons for "select all" and "select none". You can select ranges or multiple choices by using the standard Windows conventions of shift-click and ctrl-click. The control has methods that will let you get back what is selected in a comma-delimited list with a user specified string delimiter. You can even have it give you back a different field from the dataset than the one that is displayed. Eg. you show the names of customers on the drop down list, but you get back a list of customer ids of those selected.
Built using D4 but should work under D3-D6.