You need checkboxes. Radios are called that because they only select one thing at a time, like the pushbuttons on an automobile radio. Checkboxes are used for selecting multiple things. The shape has nothing to do with it.
Having radios as circles and checkboxes as squares are for creating consistency with the interface. A user can look at the shape and immediately know how it will behave. Doing something other than the standard is not recommended as it will possibly confuse the end user.
If there is some reason you must have checkboxes as circles instead of squares, then as far as I know, there is no native way to do it in BlitzMAX. You'll probably have to use separate panels like you suggested before or use some other method.
Having radios as circles and checkboxes as squares are for creating consistency with the interface. A user can look at the shape and immediately know how it will behave. Doing something other than the standard is not recommended as it will possibly confuse the end user.
If there is some reason you must have checkboxes as circles instead of squares, then as far as I know, there is no native way to do it in BlitzMAX. You'll probably have to use separate panels like you suggested before or use some other method.