Have you set allowMultipleSelection to true on the list (I assume it's a list)?
Yes, i have. The same application, i can multi select on windows.
I cannot even CMD+CLICK in the following link on my mac
Don't have a mac here but it will be interesting to see if others can still do it on a Mac, just to rule out some of the mx architecture questions that are begged.
Worked on my mac. What browser and player version are you using?