The page returned for "multiple" will have a few more things than the original "single" page. The most noticable difference is a line that looks like:
When you've marked all the tunes you want, go to one of the lines that list the formats, and hit the Get button. There will be more than one of these lines of buttons; it doesn't matter which Get button you hit.
The resulting page will have all the tunes you selected (except those that are no longer available). If you selected ABC or TXT, you'll see the abc version of each tune in the returned page. For the other formats, they're put into a file on the server, and a little table of links to them will be sent. You can click on these links to get the other formats.
The files are kept around in the server's "tmp" directory for about a day, and then will be deleted to save disk space.
Note: There are problems with multi-page GIF and PNG files. If you choose too many files to fit on a single page, you may not see all of them. The PS and PDF formats should show all of them, as a multi-page document. I'm not sure how usable multi-tune MIDI files are. Some MIDI players will play all of them in order, but some don't. The good players will give you a little playlist box and let you click on a tune to play it, but this is probably rare.