In the group manager and the roll window, you may select more than one creature at a time. To do this, simply click on each creature you wish to select. If you click on a selected creature, you un-select it. To select a lot of creatures at once, click and drag along a selected block. Release the mouse button (the pointer must still be over the grid). Creatures that weren't selected become selected, and vice-versa.
The Select All button, as the name says, selects all creatures in the list.
The Select None button clears the selection.