s-down auto drop-mark in Emacs-22 gtk

[mrg]

I am not at all sure of my terminology here, and that's made it very
hard to hunt for answers in the documentation.  My problem is that I
have two versions of Emacs-22 installed, and in one version, the
official Mandriva 2007 build, if you press shift-down in a GNUS summary
buffer, if the mark is not set, it will set-mark and then extend the
region.  In the other version which I compiled myself from the latest
Emacs 22 CVS sources using  --with-x --with-x-toolkit=gtk, shift-down
(or any other shift cursor) will extend the region, but it does not
automatically set-mark if the mark is not set.

My CVS-compiled edition did have this behaviour, but the behaviour
vanished when I upgraded from Mandriva 2006 to Mandriva 2007.  Both
emacs are compiled with --prefix=/usr, both are using the same
configuration files although the Mandriva has /usr/share/emacs/22.0.50,
and the cvs uses /usr/share/emacs/22.0.90, and there are
many differences in the elisp files between those two directories.

So this seems like a default that has shifted from default-on to
default-off, and what I can't find is how do I switch it explicitly ON?