Selecting Multiple Worksheets

To whom it may concern,

I have been trying to select multiple worksheets, unsuccessfully. I was told I had to select the first worksheet, then go to the last one and select it whilst also pressing SHIFT. However, it does not work. I tried even selecting multiple ones by using CTRL but still I can only select one at the time.

Is there another way to select multiple worksheet other than doing 'select all', which would not help since I do not need to select all worksheets?

Your help is very much appreciated!
Thansk in advance,
Greta