Multiple Categories

I’d like to have the option for my users to post questions in multiple categories.

In this question, the plugin author mentioned he’d be posting a detailed guide on how to accomplish this but I haven’t been able to find that guide.

I have spent several hours tinkering with the plugin files myself. I was able to add a function to functions.php that turned the wp_dropdown_categories box used on the “Ask” form into a multi-select field.  However I haven’t been able to figure out how to validate/sanitize the output and save the selected categories.

Would appreciate some help with this please.