Note also that you can find out if you are hosted in full trust under Administration > System Information
If it says Full Trust there and not Partial Trust, then you can enable NeatUpload by renaming your Web.config to Web.mediumtrust.config and rename Web.fulltrust.config to Web.config and restore any customizations such as machine key.
That will enable NeatUpload and then you should be able to upload multiple files at once and it also supports a progress bar during uploads.
Hope that helps,
Joe