I am unable to do a control click on all three buttons
That's correct Sheila, you can't. I think Xhris meant to Shift+Ctrl click on each rectangle.

Try this:
Select the left most group and Ctrl click to select the rectangle. The status bar tell's you you've selected a rectangle.

Now holding down the Shift key, Ctrl click the middle rectangle.

Repeat for the right group.

So remember it's Ctrl+Shift to select within several groups.