The first thing I tried was the following
<input type="checkbox" id="check1" />
<label for="check1">
<ul id="selectable0">
<li><?php wp_list_cats(); ?></li>
</ul>
</label>
This just creates a single checkbox. What I want to have is a listbox with a checkbox beside each item.
<?php
$categories = get_categories();
foreach ($categories as $category) { ?>
<input type="checkbox" name="check" value="<?php echo $category->cat_ID; ?>"><?php echo $category->cat_name;?><br>
<?php } ?>