Vista has a number of interesting hidden features. Snowball - The Blog points out one of them, being able to add check boxes to items in the explorer. This gives another option for selecting multiple items (instead of using the CTRL or SHIFT keys).

1. Open any Explorer window. For instance, go to the Start menu and click Computer.
   
2. Click on the Organize tab towards the top left of the window to open a menu of options. Select Folder and Search Options.
   
3. In the Folder Options window, select the View tab and scroll down to the bottom of the list of options. You’ll see an option called Use check boxes to select items, check it’s checkbox to turn on the option, and then click OK.
   
4. Now, move your mouse over any item in your explorer window, and you’ll see a checkbox show up next to it.
   
5. Click the box to Select the item. You can then do anything you might normally do when you’ve selected mutiple items (open, delete, copy, etc.).