Nikon Digital Cameras - Manual (Page 18)

Selecting Thumbnails
To copy, print, or delete an image file, select the desired thumb-
nail by clicking it once. Selected thumbnails are indicated by a
dark gray border.
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Selecting
Thumbnails
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Selected thumbnail
To select multiple thumbnails, hold down the Ctrl key on the
keyboard while clicking each thumbnail in turn.
To select all thumbnails, choose Select All from the Edit menu.
Press A on the keyboard while holding down the Ctrl key, or click the right
mouse button in an empty area of the window and choose Select All
from the right-button menu.