Hello Mr. Shah,
I believe what you're asking for is something that we've been referring to internally as "projects" -- ie, a way of remembering the lists of scripts, their execution order, the target databases and other settings, for easy re-use. This isn't currently supported within SQL Multi Script 1.1, but is something we're considering for a future release. However, it's currently possible to drag and drop scripts from Windows Explorer into SQL Multi Script; so if you are able to easily identify the scripts within Windows Explorer (eg, have them all together within a folder), then this might be of some help.
At the moment, I'm running a survey to collate feedback from as many people as possible on how they use SQL Multi Script, and how they'd like to see it enhanced in the future. If you have a few minutes spare, please add your views and opinions to the survey -- it's at:
(this survey is mentioned in a forum post here).