Yeah, it's been a while since I've used windows seriously (e.g. the last version I used consistently was 2000), but afaict, selection in Finder's detail view works basically the way it works in list-boxes on all platforms: shift-click selects a range from the last selected item, command-click (ctrl-click on non-Mac) selects individual items.
Unless, perhaps, Windows Explorer doesn't behave like a list-box and selects individual items with shift-click? Or, Windows lets you select a range in icon mode, while Macs don't?
