Ok…so I should NOT Box select the objects?
Assuming the first object I selec tbecomes the parent and then every object after that becomes the child…is there a way to select an object by its name?
The last one you select (the active object) will become the parent; it will be a lighter color pink.
You could join them in object mode to make them all one object with Ctrl-J, then in edit mode hold your mouse cursor over one part and press L and to select all its verts. Now you can assign a seperate material to it (but no more than 8 materials per object) and do the same for all the parts. This is a better way than parenting in my opinion.