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Default Excel 2003 Regression using more than 1 independent variable

How do you run a regression with more than one independent variable through
the menu Tools, Data Analysis, Regression?
On the help section it says you can run regressions with up to 16 variables.
After selecting my range for Y, I try to select more than 1 column for my X
variable and it always gives me an error message. Thanks
 
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