Blender/Jass Newbie

I'm new to modeling/Blender and first I'd like to say how much i appreciate all the work everyone did to create the bais newcomer Blender tutorials and making Jass and primstar available-its great. I was attempting to create a tophat w bow as in the Tutorial here- http://blog.machinimatrix.org/3d-creation/video-tutorials/. When i got to the end and tried to select all 3 prims and make the parent i wasnt able to select all 3 prims-one would deselect leaving only 2 selected. So I went back to another previous saved tophat project and opened it and was able to select all 3 prims, make parent etc but when i went to bake the meshes , the bake window was open forever, timed out.