Just have a look at the demo page that will show you this plugin in action.
Once you've downlaoded the archive, uncompress it. It contains a js folder and a css one (and licence aggreement).
Add the jquery.js and the jquery-nicemultiselect.js scripts in your page, with the following code just before your </body> tag
Add the jQuery niceselect stylesheet or include it in your own stylesheet.
<style type="text/css" src="jquery-nicemultiselect.css"></style>
Apply the plugin to one ore many multi select dom element with the jQuery standard selector :
This jQuery plugin is under the MIT licence. In one word, you can download it, put it in your project. You are free to use a this project in commercial projects as long as the copyright header is left intact.
Just let the licence header in the code, and do not hesitate to report bug or submit code enhancement to improve it.
The source code and everything else about this project (evolution, bugfixes, ...) is on bitbucket.