Select a unit. Next, hold down Ctrl while you select every other unit. When done, hit Ctrl-Shift-#. Ctrl-Shift-1 for example will make Ctrl-1 select that group later.

Note, that you can select your units both by clicking on their white info boxes at the bottom of the screen, and by actually clicking on the unit in the battle screen.

Another way to select units is to hit Ctrl-M to select all missile units (archers, musks,arqs), Ctrl-C to get cavalry units, and I believe its Ctrl-H to get all infantry units. Ctrl-A will select all units.

Lasro