D'you know - given the amount of times this question is asked, I imagine that the answer of just shift-clicking to select (duh!!) doesn't work for many people, but like me they just accept it's a bit of a programmer's glitch and carry on.
Though that program list is just getting larger and larger, so I suppose sometime I'll have to get round to deleting them one-by-one.
But take pity on the poor user, you programmers, and go see if it really does work every time.
Zonealarm Antispyware 7.0.337.000
Windows XP SP2
Operating System:Windows XP Pro
Product Name:ZoneAlarm Anti-Spyware