Subheaders within a mutli-select question

Say I want to select which football teams I like to root for and I use the select question. The typical layout would look this this:

--Denver
--Kansas City
--Oakland
--San Diego
--New Orleans
--Carolina
--Tampa Bay
--Atlanta

However, I want to have sub-headers to give it a slight "hierarchy" look:

AFC West
--Denver
--Kansas City
--Oakland
--San Diego

NFC South
--New Orleans
--Carolina
--Tampa Bay
--Atlanta


How can I make this happen in the preformatted select question type. Doing free format works, but if I can mitigate user error is setting up the numeric equivalents, I'd like to explore that.


Preemptive thanks to Zachary and/or Paul Moon as I am sure they'll be the first to respond :)

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