How do I change the settings on the computer so that I can select more than one item at a time??

I am running windows vista, when trying to organize my files, i can only move one item at a time. I've tried holding down the mouse and dragging over to highlight and select, but it doesnt work. I've also tried to use shift and the arrows on the keyboard, and that doesn't work either. HELP, is there a way so that I can fix this?? I never had this problem with xp.How do I change the settings on the computer so that I can select more than one item at a time??shift down arrow works on mine