How to create a Multi-pick list

Hello,

I have created pick list using the DATA VALIDATION (ALLOW: LIST), but that only allows me to pick one of the values. How do I create a pick list that will let me choose more than 2 values and have them in a drop down in the cell?

I have attached my working Excel sheet, and have the values for the multi pick list on the second sheet.

Please any help would be greatly appreciated

Thank You