Save Selections DialogInterface.OnMultiChoiceClickListener
new AlertDialog.Builder(this)
        .setTitle("Weekdays")
        .setMultiChoiceItems(weekdayOptions, selections, new DialogInterface.OnMultiChoiceClickListener()
        {
            public void onClick(DialogInterface dialog, int whichButton, boolean isChecked)
                {

                    if( selections[whichButton] == true)
                        {
                            //Only need the selected(True) values
                            Log.d(TAG, "Choice: " + whichButton);
                        }

                    Log.d(TAG, "Weekdays Selected: " + whichButton + selections[whichButton]);
                    selections[whichButton] = isChecked;
                }
        })
        .setPositiveButton("OK", new DialogButtonClickHandler())
        .create()
        .show();
    }


    public class DialogButtonClickHandler implements DialogInterface.OnClickListener
    {
        public void onClick( DialogInterface dialog, int clicked )
        {
            switch(clicked)
            {
                case DialogInterface.BUTTON_POSITIVE:
                    //I want to check here what the user selected
                    break;
            }
        }
    }