TOTALLY INCOMPREHENSIBLE decision by VS2008 product management, but you cannot select more than one control on a web form in Visual Studio 2008.
Microsoft confirms this in a couple places, like here (scroll to bottom, note the correction to the documentation) and here
WTF? Can you release an IDE that doesn't support multiselect? I guess so.
Maybe it's the same product managers who added UAC to Vista? Who else could release "enhanced" security that you disable to make the operating system usable.