Not able to copy and paste more than one layer selection - Photoshop CS4

[Nicola Hall]

I am new to PohotoShop CS4 and I am following a tutorial. I have a baffling problem. I am supposed to select more than one layer by ctrl click the first layer, then to select a second layer, I need to shift click the second layer and ctrl click again. This highlights the layers and "marching ants" surrounds the selection. The part that is baffling is that when I copy and paste, it always paste only one of the items in the selection (either the one selected first or last, not certain). I can take a workaround, but it is a mystery why even though the selection (marching ants)obviously surrounds the two layers, why it paste only one into the second document. Please see the example here:

[hawkeye]

Edit, copy merged, then paste.