This is a problem with the Form API in Drupal 5. You can't set a #default_value on checkboxes in a multi-step form. I think I'm lucky that they got put on the last page, or I probably wouldn't be able to save the right values at all.

I figured in this case that checking them all was better than not checking.

Postponed until the port to Drupal 6.

is there a way tu put a multi select dropdown menu instead of checkboxes if checkboxes are "bugged" in drupal5 ?

I don't think so. I just tried it real quick and it didn't work. I think that since multi-select boxes are basically the same as checkboxes, the same problem applies to them too.