Hi Erhan,
The multi file upload only works in Full Trust hosting. Since most hosting these days is using Medium Trust it is disabled by default to avoid errors. If you have Full Trust hosting then you can change to use the Web.fulltrust.config file be renaming Web.config to Web.mediumtrsut.config and rename Web.fulltrust.config to Web.config and restore any customizations such as the machine key.
Our demo site is hosted in full trust so it has this enabled.
Best,
Joe