You can't actually assign multiple Key Players from the key player screen. 

If you want to add multiple people to the same Key Player role, you'll need to:
- Go to PROJECT CONTROLS > Job Costing > Job > Assign Project Contacts


- Open Contact Directory tab


- Hit Display Partners and Contacts


If the contact is displayed, you can select them and click 'Assign Roles'. 


If they are not, you can do an Insert and add them with the appropriate role code.