If you get a pop-up asking whether you want to allow the applet to run...say yes

Click "Add files"
In that browse window, you can select as many files from the same folder as you want. Select ranges of files with Shift, individual ones with Ctrl, all files with Ctrl-A, all the usual stuff.
Once you have selected those files, they should show up in a list in the whitespace on the left.
Then you hit "Upload files".
Though you can upload pictures as separate files, it would actually be easier for me (and a smaller upload for you) if you put the pictures in a zip file prior to uploading.
In XP, you do this by selecting the files (in windows explorer, not through the applet), right clicking them, selecting Send To --> Compressed (zipped) folder. Renaming the zip file to have your username would also be handy. Then just upload the zip!
I'll sort whatever gets uploaded into the appropriate areas of the gallery
