CiviCRM stores its multiselect custom field values in the database by concatenating the values, e.g. like this
(I replaced the CRM_Core_DAO::VALUE_SEPARATOR by * because the real unicode character, #&01, does not show anything sensible.)
(  => value1  => value2 )
Now if you just use
explode(CRM_Core_DAO::VALUE_SEPARATOR, $value), you
(  =>  => value1  => value2  => )
This is probably not wat you want. What you really want to do, is
I just put this in a blog post, because I always forget, and Google doesn't seem to know.