The Control key works like that on MS Windows. On the Mac, it brings up the contextual menu when clicking, i.e. it simulates a right-click. That works with both single button and multiple button mice.
You want to use Command (the apple key) for selecting more than one item, such as items 2, 7, and 5 from a list. You can also use Shift when you want everything in between so you don't have to click on each one, like items 3-8 in a list.
This works when selecting items in the Finder or selecting items from a list that allows you to select more than one item, such as Mail or perhaps choices on a web page.
Not all lists will allow you select more than one item since sometimes you are suppose to select only one.
Thanks for the replies. I think this may be a Safari/specific website issue. I'm in CBS Sportsline for a fantasy baseball league. I have always been able to choose multiple players from my roster for trades, etc but can't now, even in command-click. However, I have now gone on to other sites and see that command-click does function properly there. I think there's either a compatibility issue with Safari/Sportsline.