Multiple Downloads

I'm trying to download multiple ".shn" files from a ftp site. I looked at the help files and it suggests that if you shift-click and highlight several files you can then download them together.

I am not able to grab more than one file at a time. What am I doing wrong?

It's not possible to download more than one file at a time,
using "Direct" or "Session Queue".

You will have to use the "Global Queue" for this task.