problem!!!!

below is one of the question from the Survey:

which color you like? (select all that apply)
Red
Green
Blue
.... and so on 20 more


I have fact table

PanelFact
----------------
PanelID (PK)
Age
Gender
Race


Do i have to create One Dimension for each color ? If not How i can
show these option to user? If yes How can i show user just one option
Color and then they click on it and they see all the color? I d'not
want user to just see all the color as each dimension.

any help would be appericated!!!

Thanks
Sam