select multiple items

Trying to select multiple adjacent items in Finder. Instructions say to click the first item, then press Shift and click the last item. That doesn't work. I've tried numerous times. I've tried holding the Shift key, I've tried NOT holding the shift key.

Odd thing is... My mac help instructions on my computer tell me this...
+"To select multiple items that are next to each other:+
+"Click one item, and then press the Shift key and click other items to include them in the selection.+
+"Click the first item, and then press the Shift key and click the last item. All items in between are included in the selection."+

How can the Shift key be used BOTH
* to select multiple individual items AND
* to select all items in between the first and last items clicked?

Do I have corrupt software? I'm just trying to learn a very simple task and it's not working.
Very frustrating.