Starting with Emacs 23, “When Shift Select mode is on, shift-translated motion keys (e.g. S-left and S-down) activate and extend a temporary region, similar to mouse-selection.” (Emacs 23.1 News file [1])

Use with `interactive' and "^"

I’m trying to replace pc-selection-mode with the new shift-select-mode with emacs 23. It works generally well, only the shift+pgup/down keys don’t create a selected region and I can’t find a confguration setting where I could tell emacs I want these keys too shift translated. Are the supported keys hardcoded? It would be so unlike emacs, so there must be some setting somewhere which I overlook. Any ideas?

What functions are your pgup/pgdown bound to? They may not support ShiftSelectMode. For a way around this, wrap them in a function that does, using `^’ in the interactive specification.
Here is an example:
(defun forward-symbol-shift-aware (arg)
  "`forward-symbol', with shift-select-mode support.
Shift + this command's key extends/activates the region
around the text moved over."
  (interactive "^p")
  (forward-symbol arg))

(local-set-key (kbd "C-<right>") 'forward-symbol-shift-aware)
(local-set-key (kbd "C-<left>") (lambda () (interactive "^")
                                  (forward-symbol-shift-aware -1)))