Selecting multiple items in Windows explorer could be most annoying if you let go of the CTRL key when you select an item, causing your entire selection to be lost. Specially if you are a laptop user..
However there is a solution for this: Check boxes! You need not hold the CTRL key when selecting multiple items, click on the necessary items and forget that the CTRL key exists!
Click on Tools and then on Folder Options:
Click on the View tab and under Advanced Settings click on Use check boxes to select items:
Now when you want to select multiple items just click on the check boxes and you are done!