[wxPython] dialog validation

If I have a dialog class, derived from wxDialog, how can I intercept
the OK button and prevent the dialog being dismissed if some input
data is incorrect?

As a concrete example, how could I change the wxMultipleChoiceDialog
class to force a selection to be made (ie, OK only works when
something is selected).

It looks like in C++ I could override the Validate method. I tried
adding a such a method, hoping it would get called automatically
from the default handler, but this didn't seem to work.

Thanks for any pointers...

Tim