You can actually save additional data to an existing selection set Pat.
1) Select the first set of objects that you want to be in the selection Set. That becomes the Selection Snapshot. Open the Selection Explorer, select the Selection Snapshot and the objects will be listed in the table of data below.
2) Click the Create a Selection Set button and name the Selection Set eg First Set.
3) Now select Selection Snapshot. Clear any current selection or make the selection that you wish to add to the Selection Set "First Set". Click the "Refresh the Selection Snapshot" button in the lower pane, then Right Click and select Add Selection to Selection Set and pick the Selection Set called First Set.
4) Click the Selection Set "First Set" to check that the update was made.
I agree that the UI on this is not as clear as it could be.
Alan