Once in your Proof Gallery you can select your favorite photos in a couple ways. 

 

Method #1 is to click the "Select Photos" button at the top of the preview screen.

This will pop up a circle at the bottom corner of each image preview and you can click in a check mark for your selections. 

 

Once done, click "Add to Favorites".

Method #2 is if you are are viewing the images individually. 

 

You can simply hover your pointer over the top left corner of an image and in the drop down that appears choose "Add to Favorites"

A "Favorites" menu will appear in the upper left of your screen. 

 

You can access it at any time.  When you are done adding all the photos simply click the "My Selection" link to go into the Favorites folder.

Once in side the Favorites folder, click the "Send to..." button to share the images with me.

This screen will appear. 

 

Ensure the "Send to Photographer" is selected (it is by default). 

 

Fill in all the information and click the "Share" button when you are done.  Easy stuff!!!