How to hi-lighten with red border when multi check box fails validation.
Have you tried this module: Checkbox Validate ?


  Corrects bugs in Drupal core:  
  
  
  Checkboxes set as required not displaying required symbol (install this module to display)  
  Checkboxes set as required behave as optional (install this module to make behave
  as required field)
  
  
  This is the related D6 issue: #259292: Required radios/checkboxes are not validated (D6).