Thanks but I found out what was the problem. It was I didn't make hold the ctrl to group them.
but sadly I have another problem and its when I place more than one object to move everything shuts down and it shows this

My problem is when ever i want to play physics simulation the SketchyPhysics control panel appeares only blue and in the top left it says I need SketchyPhysics3 RC1 but I installed it right and I have all the Icons and everything is in the plugin folder.
What can the problem be please help me.