Seleting Complete Layer/Sections in Contour Tool

When creating horizontal section cuts (using the Contour tool) in a box, I want to select all the contours in one of the cuts to separate each of them rather than selecting each contour separately. In a tutorial I am watching it keeps each contour in a section connected so it nicely can be moved around and manipulated. In mine it does not and I am wondering how to do that.
(This is a photo of my mouse just selecting one of the contours in the section, and I want to select all the contours in this section cut)

When you run the Contour command, look at the command line, you have the option of grouping and/or joining the results by contour level.

HTH, --Mitch