If you are using SW 2003 Ctrl select all the surfaces in the graphics area or feature tree then right click over them and choose 'Add to New Folder'.
This collects all of your choosen surfaces in one place so selecting them in future operations is a snap.
When your done with that just delete the folder - it will not delete the contents, that will all go back into the feature tree.
Is this good enough?
I personally think there should be some kind of better grouping tool- hell even autocad had that.
Maybe 2004 ?