If you are looking for the physical "Select All" as an option to put a check mark next to and select everything RS automatically adds that for you to your list as long as "multi-value" is chosen. The steps I gave set the default to 'everything selected'

I am not 100% on this part but...for some reason I seem to recall a bug in RS 2005 where the 'select all' did not appear until a patch was applied. I can't remember for the life of me what patch (I remember that I had to contact MS to get it though and it wasn't publicly available) and I think it resolved this issue.

Hope this helps...

-Mike