Split the multiselect box into columns

Hello,

I have a multiselect box with dozens of categories lists, and counting. I want the select box to display them in two or three columns so that it is not as hard to use.

It seems that i cant add a class to the HTML <options> using jquery. I get a console error when i try. Is there another way to add a class? or is there something i can add to the shortcode that will enable columns?