Since the SelectMenu plugin from Graffix for selecting open paths in an Illustrator document is not available for Illustrator CS4 under Windows (only Mac), I decided to write my own script for extended selections.
It offers some more options than the Graffix plugin, including the possibility to immediately close the open paths.
Since it is a script and not a plugin it should run under future Illustrator versions as well.

The script is free.

You can find it on my site:

http://maps.aridocean.com/scripts_en.php

Please let me know all suggestions (or bugs you might find).

Michael Schmeling