Filter query with multiple URL parameters

Hi,

I have several categories in my DB each with an ID number.

Using a DB query how can I show the results of a combination of categories using a URL parameter request?

Example would be;
www.domain.com/category.php?cat_id=1&cat_id=2&cat_id=3

Do I need to use the multiple check box on the $_Get filter?

Many thanks
CK