I would imagine this depends on how you want to store the data.
We ended up creating a 1 to Many relationship on the Main Record to the Multiple Values and stored them into a new SmartObject as individual record rows.
We did this by using a stored proc to parse out the records and then save them accordingly. It took a little bit of tinkering / work to figure it out.
I did see in another forum post something about creating a loop create method by looking at all the records selected. I don't have that post # though.
I Solved the problem with such a solution - "How To: Use For Each Looping Conditions"