Unable to open Multiple Files at once

I have been all over the net trying to find an answer to this one.

I found an article on Microsoft's website (article 253788) that deals with
this for Win 98 but there is no info for WinXP.

Then I found this:
1.Open Regedit
2.Navigate to HKCU\Software\Classes\Local Settings\Software\Microsoft\Windows\Shell\
3.Delete the Bags & BagMRU keys
Explorer should be back to normal then.
[Updated]
If you did the above and it doesn't work, try killing the Explorer process first and then run RegEdit.exe from Taskmgr to delete the keys. Reboot your system after that.

Disclaimer: Don't fool with the registry if you're not sure.

Isn't there something simpler like clicking a box ?

Now I found this:

In XP I used to be able to edit how an application opened when you double
clicked on a file association. I want to be able to open multiple images in
one instance of Paint Shop Pro - but this problem could apply to any
application.

in XP I did:
- file Explorer / view / options / File types /
- Select the file type (jpg) - press Advanced - / edit/ open /edit

In applications browse to find the application Eg
C:\PROGRA~1\PAINTS~1\PSP.EXE

I used to be able to edit this line and add parameters eg PSP.exe /dde

and also edit the DDE MESSAGE put: [open("%1")]

This allowed me to control how PSP opened up. (multiple images in one
instance of PSP)

I can't seem to be able to do this in Vista. Does anyone know how to add
parameters like this

http://serena-yeoh.blogspot.com/2007/01/cannotselectmultiplefiles.html

I'm still in the dark and it seems no one else is having this problem.

Quite weird.

I'm now going to do a reinstall of XP ....I'll get back to you later.

O.K. I re-installed Winxp-I think it's called a repair install.
It made no difference !

Now I found this:
Unable to open multiple images in Winxp

In Regedit navigate to each of these keys (some may not exist) and delete them

HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer
and delete the value
ShellState

HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\CabinetState
and delete the value
Settings

HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\Streams
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\StreamMRU
HKEY_CURRENT_USER\Software\Microsoft\Windows\Shell\BagMRU
HKEY_CURRENT_USER\Software\Microsoft\Windows\Shell\Bags
HKEY_CURRENT_USER\Software\Microsoft\Windows\ShellNoRoam\BagMRU
HKEY_CURRENT_USER\Software\Microsoft\Windows\ShellNoRoam\Bags

and then simply reboot.

Ok so I deleted those first 2 keys but I'm not sure what to do with the next 6.

Does it mean delete the keys or just the Dword values ?