From online documentation:
To hold down a single key and make another selection, simply press and hold SHIFT on your computer keyboard when you click the a button. As long as you are holding shift, this key (and subsequent keys) will remain held …
I figured it out.
I'm running Hog3 on an MBP. I had to go in to the parallels menu and enable the keyboard shortcuts using the virtual break button and the virtual insert button to rename everything. Convoluted but it works I suppose.