is there any way to add multi- select in Lookup

Hi , 

I am asking this question related to customer concern 

Here we have added set lookup navigations to a button to show a lookup popup in smart client

like shown below (image 1 )

But customer expecting to select multiple values . 

But this is showing only value 

Can you give me any suggestion to achieve this or is it a default behavior of lookup 

Thanks and Regards 

Shobana