In SQL Server Management Studio, you can use the Alt key in your keyboard to select blocks of text to execute. For instance, sometimes I create a SQL script to delete all the data in a specific database while I am testing the application. I don't want to accidentally run the file and delete all the data when I shouldn't, so I comment out all the delete statements. To execute them when I need to, instead of uncommenting them, I place the cursor right between the "--" and the "DELETE" keyword, press and hold the Alt key, left click and select all the statements I need, and then execute them.
For instance, suppose you have the following statements:
--@DELETE FROM ORDERDETAIL
--DELETE FROM ORDER
--DELETE FROM PRODUCT
--DELETE FROM PRODUCTCATEGORY
--DELETE FROM CUSTOMER #
You would place the cursor where the "@" symbol is, press and hold the Alt key, left click with the mouse and drag the cursor all the way to where the "#" symbol is. The "@" and "#" symbol are included here to show you the exact places, they shouldn't be included in your statement. Also keep in mind that this selection method creates a rectangle so you have to select everything to cover the longest statement.
Notice how you have to drag the cursor all the way to the "#" symbol even when the last word was "CUSTOMER." This is because a rectangle is formed and you need to cover the fourth line, which is the longest one.