We can do that using the setValue function by passig array of selected values
Ex:
$users = new Zend_Form_Element_Multiselect("users");
$users->setLabel("Users");
$users->addMultiOptions(array('1'=>'John Smith','2'=>'Aaron Brown','3'=>'David Beckham');
$users->setValue(array(1,2));
so the names John and Aaron will be shown as selected.
Ex:
$users = new Zend_Form_Element_Multiselect("users");
$users->setLabel("Users");
$users->addMultiOptions(array('1'=>'John Smith','2'=>'Aaron Brown','3'=>'David Beckham');
$users->setValue(array(1,2));
so the names John and Aaron will be shown as selected.