Simple select & paste question

I have a large worksheet that I select and paste to a new sheet to perform mail merges. The process I have used many times is simply 'control / left click' for non-contiguous rows I want to select. I then right click and copy to the clipboard and paste to a new sheet. Recently, I got the message ' That command cannot be used on multiple selects'. Any idea what is causing this?

Thanks for your help!