To select entities and to have their properties displayed in the property palette, it is necessary for your command to use CommandFlags.Redraw. This ensures that AutoCAD highlights the selection. You can then modify their common properties if you wish.
Here is a small code snippet to select all entities :
[CommandMethod("SelectAll" , CommandFlags.Redraw)]
static public void SelectMethod()
PromptSelectionResult psr = ed.SelectAll();
using (SelectionSet ss = psr.Value)
Here is a screenshot in AutoCAD :