If you want the game to remember the selection of a particular group of units, you can put them into a Control Group. To do that, select the units, hold down the CTRL key, and press one of the number keys from 1-9. This will put the selected units into a control group, and put their unit icons next to each other on the Battle Army Panel as well. You can recall a control group by pressing their corresponding number key. You can create up to nine control groups, but each unit can only belong to a single group.