As per title really. If I select multiple clips and choose fade AV, then each clip is individually faded (the yellow bar is a bit like a sawtooth. Rather than manually play with the yellow bar until it approximates a straight ramp over several clips, can I do this automatically? I'm using PE9.
You can't automatically fade across several clips. But you can easily do it manually using audio keyframing.
Are you talking about "fading" the Audio, or the Video?
While there can be similarities, in the operation, there are some differences, as well.
For Video, Steve's suggestion to use Opacity Keyframes over the two Clips is a good one.
Also, you can set the WAB (Work Area Bar) over those two Clips, and Export/Share, to say DV-AVI for SD material, limiting that Export/Share to just the WAB. Then, Import that resulting AV file into the Project, and use it to replace the two on the Timeline. That will allow one to easily Keyframe the Opacity, over the Duration of the combined Clips. That is easier, IMHO, to trying to match the Opacity, though with the % numbers, that is not so difficult either.
If you wish to do this with Audio, I would suggest looking at the Audio Mixer, as it will apply Track Keyframes, to "fade" the Volume over time, and as it's for the entire Audio Track, can span Clips. I do recommend dropping the frequency of Track Keyframes down, from the defalut.