Can't rotate multiple objects!!

I have never experienced this problem before, I am trying to animate a gun firing with recoil etc but when I try select all the gun parts and rotate them all around the centre point for the recoil animation it will only move the main body piece even though all the other pieces are selected and rotated when I was dragging it with my mouse. Another thing I noticed was a number next to the orange dot (centre point of the object) but it only appears next to the main objects centre point and no other objects.

Are the gun parts parented to the main body?