Use these key combinations in the UserForm window:

Press To
SHIFT+CTRL +ALPHA Select a property in the Property list of the Properties window.
ALPHA Enter a value in the Properties window for the selected property.
F7 Open the Code window for the selected object.
DEL or DELETE Delete the selected controls without placing them on the Clipboard.
CTRL+Z Undo a deletion of controls.
TAB Cycle forward through controls in tab order.
SHIFT+TAB Cycle backward through controls in tab order.
CTRL+CLICK Add or remove a control from the selection.
CLICK+DRAG Select multiple controls.
SHIFT+CLICK Select multiple controls.
CTRL+CLICK+DRAG Add or remove controls from the current selection.
F6 Display the Properties window (design time only).
SHIFT+F10 View shortcut.
CTRL+J Bring to front (affects overlapping controls at design time only).
CTRL+K Send to back (affects overlapping controls at design time only).

To deselect all controls, click the form. To select controls in a container, first deselect the container and then CTRL+CLICK+DRAGaround the desired controls.