"select" state ?

I have a mutli select form fields e.g.:

<select name="Location" multiple="multiple" >
<option value="8">Anglesey</option>
<option value="11">Cheshire</option>
<option value="5">Conwy</option>
</select>

say i select the first 2 of the 3 options and submit my page e.g. :

mypage.asp?Location=8&Location=11

how would i then set the state of the options to selected e.g. :

<option value="8" selected="selected">Anglesey</option>
<option value="11" selected="selected">Cheshire</option>
<option value="5">Conwy</option>

help and suggestions appreciated