Allan
shift-click still works in Tiger just like window-boxes. It should select every item between the highlighted one, and the one that's shift-clicked; whereas command-click would select the 1st and last, but not those inbetween.
ahh, Apple Help puts it slightly differently, but it should work as Lawrence says.
Selecting items
In the Finder and other applications, you can select items in several ways.
Click to select a single item. Drag to select a group of items.
Press the Shift key and click other items to include them in the selection. Click a selected item to deselect it.
To select multiple items in a list that are not next to one another, press the Command key and click the items you want. Click a selected item again to deselect it.