How to build a Menu to Refine Search Results

I am trying to build a menu where I have the checkboxes for the users to make a selection and on Checkbox.Checked event add the Menu Item to a box to show the Items which were used to narrow search results.
 
I am currently using a gridview to display all the menuitems and onclick I refine the display grid. I am trying to refine the display grid and also implement this new functionality which will sort with one or more parameters.
 
I am trying to get some help with the ideology and also something to start with. I would like to use JQuery as that would make it more seamless and the UX will be a bit better instead of refreshing the page.
 
Thank you for your time. I really appreciate your help, any help on how to start off the from the coding perspective.
 
I have a GridView which I am using to display the menu. I am trying to make those like the filters.. For ex: amazon.com left navigation and Best buy for that instance..
 
For ex: Amazon and Best Buy
 
The Left Navigation which has checkboxes or clickable links to refine the search thats what I want to achieve..
 
My Question is that currently I am trying to do it with CheckBoxList and its not coming along as it should.
I am looking for a new approach and/or if any guidance or some pseudo code just to get a better Understand.. To add to the complexities I have to run this search in conjunction with the Commerce Server and its getting too difficult.
The reason for me me giving the examples was that I am looking to achieve something like that.
 
Thanks for your reply..
 
Thanks for your reply..