Marcus has a good point but remember to only associate layers with components or groups and leave all geometry on Layer 0. Also, make sure any additional geometry (faces and edges) are drawn on Layer 0 by leaving Layer 0 as the active layer.
Chris also has a good suggestion if you need to limit the edges that get softened and the angle between faces isn't a good determinant of which edges get it.
I guess I should have mentioned dragging a selection box around geometry you want selected is one way to grab it. Left to right and right to left selection boxes yield different results. Experiment with to see the difference. You can also triple click on an entity to select all connected entities.