Andrew, thanks for clearing things up! Your question poses 2 problems to me: one technical (easily resolved) and one pedagogical.
1.- In the current Lesson questions editing interface - for the case at hand - there is indeed no way to enter a specific feedback message for a wrong choice, since there are no wrong choices! One workaround, however, is to set your whole Lesson to use "Default feedback": Flow control -> Display default feedback YES.
Here is the online Help for that Display default feedback setting:
If set to Yes, then when a response is not found for a particular question, the default response of "That's the correct answer" and "That's the wrong answer" will be used.
If set to No, then when a response is not found for a particular question, then no feedback is displayed. The user taking the Lesson will automatically be directed to the next Lesson page.
2. On the pedagogical level or, more specifically on the linguistic level, the wording of your question "Which of the following are body parts?" presupposes that not all proposed choices are correct, only some of them. From a pedagogical perspective, I would say that asking such a question and expecting all of the choices to be selected is like "playing a trick" on the students.
Hope that helps,