One of the main areas that Microsoft is lacking behind with Internet Explorer in comparison to browsers like Opera or Firefox is the extensibility. Yes, there are plugins for Internet Explorer but the community is not thriving like those of the other browsers. The main reason might be that it is more difficulty to create plugins for Internet Explorer.
The lack of plugins can be problematic if you have to use Internet Explorer due to work policies. The Copy Selected Links plugin for Internet Explorer makes it a little bit easier to copy multiple links (via Shellcity) of a page.
The plugin installs itself automatically to the right-click context menu of Internet Explorer and becomes automatically active whenever at least one link is selected. Links can be selected with the left mouse button easily. Every link that has been selected will be copied to the Windows Clipboard when the option is selected from the right-click menu.
All links are copied with a carriage return meaning that pasting them into another document will return one link per line.
Update: The Internet Explorer plugin is not compatible with recent versions of the web browser. I have tested it in Internet Explorer 9 and found out that it does not work properly in the browser. The plugin installs fine in the browser, and the context menu entry appears to copy links, but when you make the selection to copy the links, you will notice that nothing gets copied to the Windows Clipboard.
It is very likely that the plugin won't work in Internet Explorer 10 as well which comes out with the Windows 8 operating system on October 26, 2012.
I'm not aware of any comparable plugin for Internet Explorer to copy all selected links at once. If you have to process lots of links, either try to copy them directly from the source code of the page, or switch to Firefox and use the excellent Multi Link add-on.
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