A family of Microsoft word processing software products for creating web, email, and print documents.
Lasso selection works as long as the document is in Word 97-2003 format (in Compatibility Mode). When it's converted to Word 2010 format (or created new in Word 2010), dragging doesn't even show the lasso outline.
This is not true in Word 2007, which does lasso selection in both formats.
I assume this has something to do with the change in the graphics engine between 20007 and 2010, but it's a bug whether Microsoft classifies it that way or not. Ctrl+click is not a usable substitute when there are a large number of small pieces to be grouped.
As a sort-of-workaround, try using the Selection Pane (on the dropdown from the Select button). Unfortunately, that doesn't support Shift+click to select a lot of items in one click.