I doubt very much, that such a drop down control exists.
What you’re asking actually conflict with the basic nature of a drop down control: Once a value is selected for a dropdown, only one value (the single one value selected) can be shown.
This pretty much leaves the user without the option of selecting more than one value, using a drop down. If he were to do so, he wouldn’t be able to afterwards see, what he had selected from the list.
Instead I’d advise you to use one of the two following sollutions in stead:
1. Use the standard list-control (sometimes defined the same way as a drop down control, but given a size-parameter greater than 1), and allow multiple choices for this list.
This solution however takes up slightly more space, and is not very userfriendly, if the user has to select several values from the list.
2. A more complicated, but also more user-friendly solution could be to implement a ‘pop-up window, frame or layer’. Given this layer, the user could make his choices using i.e. checkboxes.
Once the choices has been made, the window/frame/layer closes, and the main window should now only show the selected values as text – maybe even only as a mouse-over pop-up text.
Depending on the definition of the given task, I’d probably use one of those two solutions!