This example show you how to:
<select id="state_id" class="mSelect" multiple="multiple"></select>
$(function () {
$('#state_id').mSelect({
url: 'ajax/example11.php',
columns: ['State Name', 'Country Name', 'Phone Code'],
minWidth: 600,
lengthMenu: [5, 10, 50, 100],
order: [[2, 'asc']] // order by Country Name
});
});