While holding down the shift key?

Version 9 refugee with a simple question. How would I select chain partial when using delete or change level or change color. No extra dialoge box appears like it does for toolpath contour. The only thing I seem to be able to select is chain, window, polygon, single, etc. When I called Axsys the tech guy told me to hold down the shift key which is not what im looking for. I am using X2 MR2 also. Thanks