How can I create a multiple-select lookup field in crm 2011?

I would like to create a multiple select lookup field on the Opportunity entity.  Can this be accomplished? 

I have a lookup field on the opportunity that looks at records in the Product entity.  I would like to be able to select multiple products at once.  I'm trying to accomplish something similar to how the activities work, where you can select multiple optional attendees.

Best Regards,

Marsha