it was difficult to understand exactly what you were asking, as you did not include enough helpful code.
there is a fiddle i created that shows this working: http://jsfiddle.net/4VLrB/2/
are you including chosen.css and chosen.jquery.js (after you include jquery)?
<script type='text/javascript' src='jquery...'></script>
<script type='text/javascript' src='chosen.jquery.js'></script>