In looking at the database and how MultiSelect data is stored, I attempted to set the CustomFieldValue.Value to the XML structure that I found there, and it worked great.  Below is the function that I call for the value of the customValues() argument of the IncidentHandler.AddIncident method.

Hope this helps someone out there, Cheers! 

Protected Function GetCustomFieldValues() As IncidentService.CustomFieldValue()
    Dim handler As IncidentService.IncidentHandler = New IncidentService.IncidentHandler()
    Dim customValue As IncidentService.CustomFieldValue
    Dim returnValue() As IncidentService.CustomFieldValue
    Dim areas As String = GetSupportAreas() 'returns a comma-space delimited list of selected Support Areas

'1. populate with an array of all the custom fields
    returnValue = handler.GetCustomFieldValuesList( SecurityToken() )

'2. loop and fill
    For Each customValue In returnValue

        Select Case customValue.CustomField.FieldLabel
        '_________________________'
            Case "Support Area"
        '¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯'
                If areas.Length = 0 Then
                    customValue.Value = "<MultiSelect />"
                Else
                    customValue.Value = "<MultiSelect><Value>" + areas.Replace(", ", "</Value><Value>") + "</Value></MultiSelect>"
                End If
        '_________________________'
            Case "Workstation"
        '¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯'
            customValue.Value = GetWorkstation()
        End Select

    Next

'3. return the filled in custom fields
    Return returnValue

EndFunction