JQuery-UI checkboxes not selected when pressing Shift

I have a series of JQuery-UI checkboxes with an event handler set up and working properly. I want to be able to change the behaviour when a checkbox is clicked while the shift button is pressed. The thing is, nothing actually happens when I click the checkboxes while holding Shift.

It looks to me like the buttons are being selected/highlighted rather than clicked. How can I stop this and register the click when the shift key is pressed?

For example: http://ift.tt/1Nc3tSU

  <script>
  $(function() {
    $( "#format" ).buttonset();
  });
  </script>


<div id="format">
  <input type="checkbox" id="check1"><label for="check1">Alpha</label>
  <input type="checkbox" id="check2"><label for="check2">Bravo</label>
  <input type="checkbox" id="check3"><label for="check3">Charlie</label>
</div>