Filter multiple categories query

[eluser]landitus[/eluser]
Hi! I'm about to develop an events board, where each event has multiple categories. I've figured that i should use a related table for events and categories, like described here: http://ellislab.com/forums/viewthread/152795/

The real deal is that I would like to have a categories filter, much like the one in Authentic Jobs. Never mind the js goodness and animations, but I want to know the logic behind it.

1) The hardest thing for me is the multiple checkboxes that filter the query. How should I approach this?
2) Second, I guess the whole "preferences" are saved to a session, right? I wouldn't use an URL for multiple categories.