Selecting text with shift modifier

[saneman]

Is there someway to select text in emacs like in windows where you use 
Shift and one of the arrows or End, Home, Pg up, Pg down?

I have reconfigured to:

(global-set-key [(shift up)] 'set-mark-command)

But how do I make it work with all the above modifiers (down, left, 
right, pg up, pg down etc)?

I would also like the operation to be canceled when shift is not pressed.