The out-of-the-box functionality for uploading
multiple files to a SharePoint document library relies
on an ActiveX control that is only available on client
computers that have the Microsoft Office system
installed.
If the OOB approach causes problems for you, use my
Multi Upload Feature for SharePoint instead. The
feature adds an Upload Multiple Files command to the
Actions menu of all document libraries. Once you
invoke the command, a Click-Once Windows application
is started right from the browser (no previous client-
side installation required) that allows a user to
select as many files as required from any drive
connected to the client computer and upload those to
the document library.

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