How to select only objects within a selection marquee?

[Ngaio9]

I am a new user of Illustrator CS5, switching from Freehand. I am trying to find out if there is a way to select only the objects within a selection marquee? In AutoCAD you can make a selection window from left to right and only those objects entirely within the window are selected. If you window from right to left all objects that are "crossed" or touched by the window are selected. Is there a similar technique in Illustrator?

Currently I have to select the objects, then go back and hold the shift key to deselect the object I don't want, or lock layers to prevent extra objects getting selected.

[CarlosCanto]

about time! miracles do exist after all