How can I mark more than one message in Outlook for downloading?

[GtG1]

I have a POP account I use for both business and personal correspndence. I
use Outlook for Office XP for mail client, etc on each machine, and have each
set to download descriptinons only. I review the descriptions to decide if
the message is spam, which I delete. I then decide if the non spam messages
are personal or business. If I can determine from the description into which
category the message falls, I select the message for download. If I am
uncertain, I mark the message to download a copy, then select it for download
when I reach home (or worK) to keep the server clean. I can select multiple
messages for deletion, then right clip to delete, but can only right click
messages individually for download. Am I missing something? Is it posible
to select several messages for download, the right click? Please let me
know.