Can’t do it.
If you hit scroll the select wheel up to a line on a page of text that you are reading and click it, a menu will pop up that offers the option to “Add Highlight.” When you click that selection, the Kindle will place a highlight line above the line of text you clicked on, and will ask you in a box at the top of the page to “Select the range of text to highlight.” There’s the rub. If all the text you want to highlight is visible, fine. But if the passage you want to highlight runs onto the next page, you have a problem.
Here’s the workaround. Assuming you are reading in a font size larger than #1 (my personal favorite is #4), reduce the font size to the smallest available–that will pull more text onto the active page. With any luck, you will now be able to highlight all the text you are interested in.
Otherwise, you will have to highlight each passage separately. Remember that the highlight (along with clippings) will be saved in your Clippings file in .txt format, so you can download those highlights at any time onto your PC and recombine them if necessary.