You could hack your own, not relying on jQuery plugins... though you'd need to keep track externally (in JS) of selected items since the transition would remove the selected state info:
<head>
<script type='text/javascript' src='http://code.jquery.com/jquery-1.4.4.min.js'></script>
<script type='text/javascript'>
$(window).load(function(){
$('#transactionType').focusin(function(){
$('#transactionType').attr('multiple', true);
});
$('#transactionType').focusout(function(){
$('#transactionType').attr('multiple', false);
});
});>
</script>
</head>
<body>
<select id="transactionType">
<option value="ALLOC">ALLOC</option>
<option value="LOAD1">LOAD1</option>
<option value="LOAD2">LOAD2</option>
</select>
</body>