I attached an example of how I set up cascading combo boxes. The only difference with using a Multi-Select List box is that you need to use a button to continue after selecting options in the list box instead of code in the after update event of the list box.
The code (since I don't know your form and control names) would look like:
Code:
Public Sub ButtonName_Click()
Dim frm As Form, ctl As Control
Dim varItem As Variant
Dim strSQL As String
Set frm = Form!frmMyForm
Set ctl = frm!lbMultiSelectListbox
'change the SELECT statement to what you want to see in combo box 3
strSQL = "Select * from Employees where [EmpID]="
'Assuming long [EmpID] is the bound field in lb
'enumerate selected items and
'concatenate to strSQL
For Each varItem In ctl.ItemsSelected
'change [EmpID] to your field name
strSQL = strSQL & ctl.ItemData(varItem) & " OR [EmpID]="
Next varItem
' change the '12' to the number of your field name between the quotes
' in the example above, " OR [EmpID]=" has 12 chard (include spaces)
'Trim the end of strSQL
strSQL = Left$(strSQL, Len(strSQL) - 12)
' clear the following controls and requery
me.comboBox3=NULL
me.comboBox4=NULL
me.TextBox=NULL
Me.[Combo box 3 name].RowSource = strSQL
me.comboBox4=Requery
me.comboBox3=Requery
End Sub