This is a feature that Adobe introduced a few suites ago. Say you have a page in Publisher or Designer. You've got text boxes, all lined up and you want to select them all to group them. What you have to do is either click shift them one by one, or draw a selection box around ALL the objects making sure your selection box covers the outside of all the objects. In Adobe InDesign for example, when you draw a selection box, you simply have to touch an object's bounding box for it to be selected.
Doesn't sound like too much time would be saved, but you'd be amazed at just how efficient this way of selecting objects is and easy it becomes to select and move, or select and group different objects.
