Help picking

Unfortunately, the OpenGL selection system isn't all that advanced. You pretty much need a name for each entity that will potentially be selected, and if you have thousands of entities then you need thousands of names, not to mention a rather large selection buffer. The alternative is to write your own selection code, which isn't that bad. You just have to be able to convert a point on your screen to a ray in world-space, and then manually find out which objects intersect. Thus the selection code is in your own hands and you can perform any optimizations you want. Not to mention it's API-independent. As for the actual transformation from screen-space into world-space/object-space, and performing the ray-point intersection you'd need, there's standard formulas for doing that. Look up gluUnProject for the transformation, it provides some insight on the formulas it uses. And for the the ray-point intersection, it's basically finding the distance from a point to a line and if it's less than some threshold, you intersect.