Dear Angelo,
"UploadModule is not installed into web.config", please refer to
http://ajaxuploader.com/Deployment.htm, you need check whether you followed step 2. If you are not sure which mode you are using, you can try those two configurations.
To use multiple files choose, you need install silverlight or flash in the cilent computer, or else you will only can use single file choose:
1. If Ajax Uploader detects SilverLight is installed on your PC, It will use the SilverLight solution.
2. If Ajax Uploader detects Flash is installed on your PC, It will use the Flash solution.
3. If Ajax Uploader detects Iframe is supported on your Browser, It will use the Iframe solution.
4. Ajax Uploader will render as default ASP.NET upload control.
Thank you for asking