The Improved Multi Select module replace the default multi-select boxes with two pannel list and search.
The first panel holds the options that are available, and the second panel holds the options that have been selected.
Two panels are separated by "add" and "remove" buttons. You can select an item from the first box, click the "add" button, and add it to the second box. Likewise, you can select an item from the second box, click the "remove" button, and it goes back into the unselected box.
Moreover, you are allowed to use quick search field to search by available options.