Is it possible to make a WPF menu item that, when clicked, does not close the dropdown menu?

Imagine a Preferences menu, with several checkbox-style preference settings as menu items. I want the ability to toggle several of them before closing the menu.

**CLARIFICATION:** This is only for *some* menu items, in *some* menus. File > Open should still close the menu, just like the user expects. Even the menu that has "non-closing" items will likely have "closing" items as well. I'm looking for per-item granularity.