When attempting to download multiple photos, I click on the first photo, hold down the shift key, then click on the next photo. The first photo does not stay selected. any suggestions?

when using the new fangled upload form.. you still have to select one at a time but you CAN repeat the process and select multiple files, and then upload them all at once.

So select a file, add it.. select another.. add it... select another... add it.. then click Upload.