In previous versions of AutoCAD you were able to select and insert more than one drawing as XREF at a time with the XATTACH command. However, in AutoCAD 2010 you are only allowed to insert one drawing at a time.
This change was required in order to support other file formats than the DWG format.
If you want to insert more than one drawing as an XREF at a time, use the CLASSICXREF command.
Knowledge Base document: Inserting multiple XREFs in AutoCAD 2010