We don't currently have support for checkboxlist in custom user profile properties, but I don't think it would be difficult to add support for that. I've added a to do item in our project tracker for that and will try to get to it for the coming release, or if not then the one after that.
Note that custom profile properties are just key value pairs, so in thei case the values would be comma separated items corresponding to the checked boxes and that is how they would be displayed on the ProfileView.aspx page.
Best,
Joe