When you want to select multiple files in Windows Explorer, you can hold down the 'Ctrl' key as you click on each file. However, when using either of these techniques, it's easy to slip up and you have to start all over. In Windows Vista there's a way to put check boxes next to each file in Windows Explorer. As such, you can select files for regular file management operations just like you would select files in many backup programs.
To enable this feature, launch Windows Explorer, press the 'Alt' key to toggle the Menu Bar on, click on the 'Tools menu' and select 'Folder Options'. Now select the 'View tab'. Under 'Advanced Settings' scroll down to the bottom of the list and select the 'Use Check Boxes To Select Items' check box then click 'OK'.
Now, when you hover your mouse pointer over files in Windows Explorer, a check box will momentarily appear next each file as you move past it. If you select the check box, it will remain next to the file and the file will be selected. You can continue selecting files in until you've selected all that you want. You'll also notice that there is a check box in the 'Name' column header. If you select that particular check box, all the files in that folder will be selected.