how to hide div with jquery when click anywhere except one div?

I am making a search input on focus it shows a div with options with following:

$("#search").focus(function(){

$("#options").fadeIn("fast");

});

I am hiding the div back with this function

 $("#search").blur(function(){

$("#options").fadeOut("fast");

});

now the problem is even when user clicks at any checkbox in #option it hides. How I can stop it hidding when clicking checkboxes?