Hi there,
This isn't really possible using a conventional file upload field. You're going to need to use a Flash based upload system. Please consider something like YUI Uploader. It is a Javascript library wrapped around a special file upload system contained in a flash movie. It's remarkably easy to use. There's probably plenty of other alternatives out there too.
EDIT: There is HTML5 functionality for multiple file upload fields now. You can do it like this:
<input type="file" multiple="true" />
Of course this isn't going to be well supported in all browsers. There might be a JS upload library out there that uses HTML5 and then falls back on Flash where HTML5 is not available. May the Google be with you :)