if we want to multibox, we have to physically go out and buy our own boxes and register them all in our own names?
Correct.

no way i can run these 5 accounts without the risk of beeing banned?
Correct.

There are many tales recounted even on these forums where people have been banned, and had their friends' / partners' accounts banned for not having the accounts all in the same name.

As a multiboxer you will get reported at some point, because people are ignorant. Apart from wanting to talk to each of your characters individually to make sure you have control over them, the GM will also check the account details for each character.

If they do not match, all of your accounts will be banned.

You may get away with it for an hour. You may get away with it for a year. You may even get away with it for ever, but the risk is always going to be there.

i can't afford to transfer to new accounts
That's ok. Since the accounts aren't yours, you couldn't use the paid character transfer service anyway