If this will never be done by more than one user at a time, you can add a single value check box field for selecting individual records. If this might ever be done by two users at the same time, a button can be used in a script that adds/removes the cilcked record to/from a list of Primary Key values kept in a global variable or global field. This keeps one user's list separate from another.
Either way, a scripted find or a relationship can be used to pull up that group of selected records.
But It is not really clear what exactly you mean by "save those files (records?) so that you know what they are."
It is possible to then store that list of selected ID's in a text field in a record so that the same group can be pulled up again--if that's what you have in mind here.