Yeah, that sucks.
You can select multiple through ftp but only singles via any of the file managers.
I actually was going to ask this same question yesterday.
I have only used Multiman for putting files on the PS3 (up until yesterday). Hey, with the name "Awesome File Manager", I KNEW Comgenie would do what I wanted...........NOT!
I will have to say that it was quicker to move the 562 files (roms for an emulator) with Comgenie than it was to move the 218 files the day before with Multiman. As much as I like Multiman, Comgenie has a little quicker interface when moving or copying files (when you are talking in terms of 5 or 6 hundred files, that is).
The only real way to pick and choose with multiple files is by going through ftp. I just don't have that capability at the moment.
I would much rather go to my grave not needing my gun, than go there wishing I had it.