Add checkboxes to categories using a Walker class and wp_list_categories

walker-category.php

<?php
/**
 * My Project
 *
 * @package MyProject
 * @subpackage JesGs_Walker_Category
 * @author Jess Green <jgreen@psy-dreamer.com>
 * @version $Id$
 */

/**
 * JesGs_Walker_Category
 * 
 * @todo move contents of start_el method to separate template.
 * 
 * @package JesGs_Walker_Category
 * @author Jess Green <jgreen@psy-dreamer.com>
 */
class JesGs_Walker_Category extends Walker_Category
{

    /**
     * @see Walker_Category::start_el
     */
    public function start_el(&$output, $category, $depth, $args, $current_object_id = 0)
    {
    	extract($args);

    	$cat_name = esc_attr( $category->name );
    	$cat_name = apply_filters( 'list_cats', $cat_name, $category );

        $cat_slug = esc_attr( $category->slug );

    	if ( 'list' == $args['style'] ) {
    		$output .= "\t<li";
    		$class = 'cat-item cat-item-' . $category->term_id;
    		
    		if ( !empty($current_category) ) {
    			$_current_category = get_term( $current_category, $category->taxonomy );
    			if ( $category->term_id == $current_category )
    				$class .=  ' current-cat';
    			elseif ( $category->term_id == $_current_category->parent )
    				$class .=  ' current-cat-parent';
    		}
    		$output .=  ' class="' . $class . '"';
    		$output .= "><input type=\"checkbox\" name=\"$cat_slug\" />&nbsp;$cat_name";
    	} else {
    		$output .= "\t$cat_name<br />\n";
    	}
    }

}

Perfect! Thank you so much.