How to Use the Adobe Illustrator Selection Tool
From Eric Miller, former About.com Guide
8 of 8
Select Multiple Objects
Two objects selected
To select (or deselect) more than one object, hold down the shift key while clicking on any number of shapes, type, or other objects on the stage. Another option is to click on an empty part of your layout and drag a box around multiple objects. The bounding box will now surround all of the objects. You can now move, transform or rotate the objects together. As with one object, the group of selected objects will be affected by color and filter changes.