I just ran into this problem so I am late joining the thread. I will follow
the suggested work arounds but have this bit of new information. If I go to
my documents folder by the path Start-Documents (not the classic start menu,
for whatever that is worth), I can select multiple items. If I go the same
documents folder by the path Start-Computer-C drive-Users, etc., I cannot
select multiple items. I can have both windows open at the same time and
they look the same but behave differently. So it appears that it isn't just a
folder specific issue; it also has to do with how you navigate to the folder.
Very strange and if this isn't a bug, I don't know what is.

"Krun" wrote:

> I can't select multiple files in the Download folder. This problem only occur
> with this folder. Is it only me or is it a new restriction introduce by
> Microsoft on Vista? Its really bothering me cause I can only move one file at
> a time to an other folder...Someone has the same problem?
>