Select multiple files for copying

[Jess]

hi to all,

I find that I cannot select multiple files in the Save As
and Browse windows. I have to select one file and do a
copy, then select another one and so on. Only in Windows
Explorer am I able to select multiple files.

I'm using Windows XP.

Is there some settings that I need to configure to get
what I want without using Windows Explorer..

Thnks u