How to: Open more than one object on the desktop at the same time.
Solution:
Press SHIFT while selecting adjacent multiple objects, or press CTRL while selecting non-adjacent objects.
Do one of the following:
1) To open adjacent icons:
a) Select one object.
b) Press and hold SHIFT while selecting other objects.
c) Press ENTER to open all the selected objects.
2) To open non-adjacent (or scattered) objects:
a) Press and hold CTRL while selecting the objects to be opened.
b) Press ENTER to open all the selected objects.