If you want to make a group with several forms (shapes and/or freeforms),
you have to transform your mouse pointer into an "object selector".
CAUTION: When you have finished your objects selection work, click once again on the "Select objects" button
to come back to normal spreadsheet usage. This button can also be found in the BeGraphic ribbon (in "Excel layout").
To select multiple objects in Excel 2007 / 2010:
- To select one object at a time, hold down SHIFT while you click each object.
- To select objects that are close to each other, on the Drawing toolbar, click "Select Object" (an icon showing an arrow) and drag a dotted box over the objects.
- To select objects that are part of a group, select the group, and then hold down SHIFT while you click the objects you want.
Source: http://office.microsoft.com/en-us/excel-help/select-objects-HP005195199.aspx.