Filter by more than one option

I have inherited a website with Filter everything on it. We are using Easy Digital Downloads and I have set filters for each parent download category and it’s sub categories. I also set up a filter for all categories using hierarchical display. The problem I have is that I can only check one box at a time. We want the user to be able to check any box and add them to their search. So they could check Wood and Concrete or Concrete and Foundations and both filters would be applied. Right now I check one box and the page refreshes and if I check another box the first box is deselected and the page refreshes with the second box.

Am I missing a setting?

Here is my All Download Categories setting…

The page I need help with: [log in to see the link]