Applying actions to multiple objects at once

This is such a noobish question, but I haven’t been able to find an answer to it.

I have a scene. I have multiple objects in the scene. I’d like to move them all to a different layer.

Selecting them all and changing the layer only affects the “active” object, not all of them. How do I apply the same action to all of the objects I’ve selected, without selecting them each individually, one by one? (There are many, many, many.)

Thanks for your time.

Are you sure. Just tested with blender 2.49b and 2.5 alpha2. Selected multiple objects and pressed M, selected a layer to move them to and they all move layer as expected.

Thanks. That worked.

Is there a general way to do this? I see there is a specific “move to layer” command which I had missed, but is there a general way to say, “do the same to all that I have selected?” Like setting their material links or changing their shaders or what have you.