the world of web browsers is not always a simple one. each browser, on each platform, tends to choose its own way to allow one to select multiple (non-adjacent) choices from such a list.
i can only really speak about macs, since i am sitting on one now. on mac: SHIFT multi-selects as a group (adjacent), while the non-obvious APPLE (aka "command" or "butterfly" or "stupid checkerboard" / "why-didnt-they-give-that-a-NAME") key allows one to multi-select (and de-select) any number of choices.
lame. lord only knows what it is on windoze, various flavors of un*x, amigas, palm pilots, different browsers, etc. have fun!