Holding down CTRL or SHIFT with your mouse clicks will highlight multiple items
CTRL- to select multiple non-adjacent
SHIFT -to select multiple adjacent (click first and last)

The list sometimes jumps(moves) a bit unexpectedly when selecting multiples but fear not... it works

note - stretch those fingers and hold those keys - its very frustrating when using CTRL select and then to loose your list of 100+ selected items because your finger slipped off the ctrl key)

note 2 (small bug) - when selecting more than a few products the product images do not appear in the middle box after you hit the select button. However they still move the way they are supposed to (you will notice a blip/refresh on the screen a second or three after hitting select button - i think this is because the middle box changes height by a few pixels (if i recall??) -- not to worry they will still move to the new category the way you specify.
When selecting 1-5 products the images do appear in that middle box.

have fun

Well... the most helpful thing would be for you to use a browser like Firefox, select the uBrowser on the page, and view the source. Copy and paste that in here. Also, can you confirm whether or not you're using the catalog module?

Ok, I see the problem. It looks like search results don't have multiple on the select box. Have you tried it just selecting a category and then selecting multiple? That's what we were referring to.

To try the fix, change line 418 from this:

To this:

That should patch yours, but I'd need to come up with a slightly more elegant way of doing it for the module itself.