There’s an easier way in Windows 7, though you need to dig a bit to activate it. In a given folder, click on the Organize button at the top of the Windows Explorer window. Choose the Folder and search options entry from the menu that ensues, to launch the Folder Options dialog box. You’ll see three tabs; click the one called View. In the Advanced settings list that appears, scroll down and look for the entry Use check boxes to select items. Make sure it has, um, a check mark in it, then hit OK. We circled the appropriate option here:
In the relevant folder, if you’re looking at it in a file-thumbnail view, you’ll now see empty check boxes next to the files’ individual thumbnails. Otherwise, if you’re in a list or detail view, check boxes will appear if you hover your cursor just to the left of the line items, like they do here:
Check these boxes off, as desired, to select multiple files in a folder for mass action. It’s a lot more accurate and less nerve-wracking.