If you're iterating over a list of beans and the checkbox represents a boolean value in one of those beans, you should use <html:checkbox> and specify an indexed property as the property. This link will show you how to use indexed properties.
If you have a situation where the user is selecting one or more values from a list of possible values, you should use the <html:multibox> tag instead of <html:checkbox>. Use the same property nane for each tag, and make sure the value="" is different for each iteration of the tag. In your ActionForm make sure the property used by the checkboxes is of type String. When the form is submitted, your ActionForm will contain an array containing one element for each checked box that contains the value specified for that box.