New user not able to make multiple selections in waveform

I have Mac OSX 10.8.2 and Audacity 2.0.2

I am surprised I can’t figure out how to do the most simple thing: trying to make multiple track selections in single aiff waveforms of albums, and then use the multiple selection export to send them to a folder. After I make a track selection in the waveform, when I try to define the next one, I lose the begin/end on the first track. I cannot find the button or menu selection that would allow me to retain multiple track selections and then export them as a group. I can only now export one track at a time, which is laborious.

That’s because you should be using a set of labels to mark the so ng start positions - see:

which is part of this set of tutorials: