Multiple selections are allowed. On my (unix) system, you simply click on as many entries as you desire. On a friends primitive windows-95 machine, it is necessary to to hold down the "control" button after the first selection in order to make multiple selections. On other machines, your mileage may vary (argh! I've said it! and I promised I never would).
If you don't select any entries, then all are selected for you, and all are allowed to be null.