DBGrid-Selecting Multiple Rows: problems

I am trying to select multiple rows in a dbgrid which is attached to a
multiple keyed MSAccess table. But the row selection is not happenning
properly (a BUG??). What happens is when u select using control-click,
and select another one the previous one goes off or everything is
getting selected. This problem in behavior dissapeared, once I used with
a single Keyed table!!.

Can some one help me to find what I am doing wrong.

Thanks in addvance.