Ну ты и наркоман...
<select multiple="" size="3">
<option value="v1">Value 1</option>
<option value="v2">Value 2</option>
<option value="v3">Value 3</option>
</select>
<script src="//code.jquery.com/jquery-latest.min.js"></script>
<script>
$('select').change(function(){
var values = $(this).val();
alert(values);
});
</script>