1 way you can do this is: Assume you have 2 associations drawn between the same 2 entities.
1 is for all possible items that can be searched and selected
1 is for selected items
UI wise it might be little tricky but you can show 2 datagrids or listviews to seperate the concerns.
Also did you check the DataGrids MultiSelection property? wont it serve your purposes? (you click to select and you ctrl+click to unselect)