I think I just found my solution.
I combine a radiobutton and a set of selectboxes, and make one simple validation.
Here it comes:
[Lead text explaining why sharing information is good and important]
Do you want to share some of the information about you, with other users of
the portal? [Radio button select yes/no with yes preselected]
(Alas! We have NOT preselected yes to share ANY information here (my remark))
Please select the information you want to share:
1) Option one  (checkbox)
2) Option two  (checkbox)
The checkboxes are NOT preselected.
Then when the user is finished with this page of information (there is more
than this on the page) he clicks [Next] and we validate the answers and if the
user has selected YES in the first, and not selected any data we ask him to do
I know this is not an ideal solution. It may lead to too many alert boxes
asking the user to select something, but it is very simple and doable from
within the Axapta web development framework.