Question

See my answer below

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Answer 1

Here is the code you can add to your .emacs
When you click on the margin and release the cursor, it selects the corresponding lines.
Tested with gnu emacs 23.3

update:Bugfix

(defvar *linum-mdown-line* nil)

(defun line-at-click ()
  (save-excursion
    (let ((click-y (cdr (cdr (mouse-position))))
          (line-move-visual-store line-move-visual))
      (setq line-move-visual t)
      (goto-char (window-start))
      (next-line (1- click-y))
      (setq line-move-visual line-move-visual-store)
      ;; If you are using tabbar substitute the next line with
      ;; (line-number-at-pos))))
      (1+ (line-number-at-pos)))))

(defun md-select-linum ()
  (interactive)
  (goto-line (line-at-click))
  (set-mark (point))
  (setq *linum-mdown-line* (line-number-at-pos)))

(defun mu-select-linum ()
  (interactive)
  (when *linum-mdown-line*
    (let (mu-line)
      (setq mu-line (line-at-click))
      (if (> mu-line *linum-mdown-line*)
          (progn
            (goto-line *linum-mdown-line*)
            (set-mark (point))
            (goto-line mu-line)
            (end-of-line))
          (progn
            (goto-line *linum-mdown-line*)
            (set-mark (line-end-position))
            (goto-line mu-line)
            (beginning-of-line)))
      (setq *linum-mdown* nil))))

(global-set-key (kbd "<left-margin> <down-mouse-1>") 'md-select-linum)
(global-set-key (kbd "<left-margin> <mouse-1>") 'mu-select-linum)
(global-set-key (kbd "<left-margin> <drag-mouse-1>") 'mu-select-linum)