There is not a Max Selected message that can be set, however one can write a script to do it.  Here is my way of handling it
Names Default To Here( 1 );
New Window( "Example",
	cb = Check Box(
		{"One", "Two", "Three"},
		curSelected = cb << get selected;
		If( N Items( curSelected ) > 2, 
			// Determine the one just selected
			For( i = 1, i <= N Items( cb << get items ), i++,
				If(
					Contains( curSelected, (cb << get items)[i] ) > 0 & 
						Contains( prevSelected, (cb << get items)[i] ) == 0,
						dialog("Too many selections");
						cb << set(i,0);
						Break();
				)
			);
		,
			prevSelected = curSelected;
		);
	)
);
					
				
			
			
				
	Jim