Do you see the icon for Mentor Graphics Product News, typically on the upper toolbar for the VX release. Click that and search for SMART OBJECT GROUP SELECTION
Use Area Select by dragging the mouse around the parts, you can change the behaviour between full fence mode and Overlap by using the Alt key (in VX.1) or select on part and use the Shift key whilst doing the area select (again in VX.1). Alternatively use the Selection Filter to limit selection (pre-VX.1 releases). If in doubt, look up the help.