Want to create Multi-select Look up column which will fetch data from "External List"

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SharePoint

Actually I created one External Lists and tried to create a Lookup Column which will fetch data from this external list. But as soon as I select my External List [which I created], the option for "Allow Multiple Selection" got disappear.

Finally, I successfully created one Lookup column by coding in VS 2010 and sets the properties myLookUpField.AllowMultipleSelection= true for my Lookup field. It got created without any errors. I even got the option for making multiple selection through my Lookup Column.

BUT AMAZINGLY, after making the multiple selection in my look up column, I tried to save it which is throwing errors. I tried it in many ways, but in vain!

So I just wanted to know :
Does Sharepoint 2010 supports Multi-Select option for the Lookup-Column which is fetching data from the "External Lists"? If yes, how?