I recently answered a question in the WSS newsgroup about how to upload multiple documents to a SharePoint site.  It's a question that comes up a fair amount around here, and my answer on the newsgroup was:

When you click the upload document link, right under the text box where the file name gets filled in when you browse to it, is a small link to "Upload Multiple Files...".  Click this link and it will take you to an interface where you can select files and upload them together.  Once you  know the link is there, it's hard to see how it can be missed, but this is one of the most common questions I answer internally, and I really struggled to find it myself initially :)

Melissa, the user who had the question, was kind enough to post back to the thread when she discovered that the “Upload Multiple Files” link only appears when Office 2003 is loaded on the computer you're working on.  They didn't have Office loaded on the WSS server, so the link didn't appear on that machine. On her normal machine it did.  Kudos to Melissa for taking the time to come back and post the additional information.