Hi Matz,
Multiple file selection only works when NeatUpload is enabled. This requires Full Trust hosting and by default mojoPortal is configured for Partial Trust aka Medium Trust so NeatUpload is disabled by default.
If you have Full Trust hosting then you can use the Web.fulltrust.config file by renaming the Web.config to Web.mediumtrust.config and renaming Web.fulltrust.config to Web.config, and restore any customizations to that Web.config such as the machine key. NeatUpload is enabled in the Web.fulltrust.config file.
You can find out if your hosting is Full Trust or Partial Trust from Administration > System Information.
If it says Partial Trust then you cannot use NeatUpload.
Hope that helps,
Joe