How do I attach multiple files to a message?

You just need to combine them all into one MimeMultipart and add each one as its own MimeBodyPart. The following does just this, taking a directory name as the argument, sending everything within the directory as attachments in one message. Use with care as the program doesn't limit the message size.

import java.util.Properties;
import javax.mail.*;
import javax.mail.internet.*;
import javax.activation.*;
import java.io.*;

public class AttachExample {
  public static void main (String args[]) throws Exception {
    String host = args[0];
    String from = args[1];
    String to = args[2];
    String directory = args[3];

    Properties props = System.getProperties();

    props.put("mail.smtp.host", host);

    Session session = Session.getInstance(props, null);

    Message message = new MimeMessage(session);
    message.setFrom(new InternetAddress(from));
    message.addRecipient(Message.RecipientType.TO, 
      new InternetAddress(to));
    message.setSubject("Directory Attachments");

    BodyPart messageBodyPart = new MimeBodyPart();

    messageBodyPart.setText("Directory: " + directory);

    Multipart multipart = new MimeMultipart();
    multipart.addBodyPart(messageBodyPart);

    File dir = new File(directory);
    String list[] = dir.list();

    for (int i=0, n=list.length; i<n; i++) {
      File f = new File(list[i]);
      if (f.isFile()) {
        System.out.println("Adding: " + list[i]);
        messageBodyPart = new MimeBodyPart();
        DataSource source = new FileDataSource(list[i]);
        messageBodyPart.setDataHandler(new DataHandler(source));
        messageBodyPart.setFileName(list[i]);
        multipart.addBodyPart(messageBodyPart);
      }
    }
    message.setContent(multipart);

    Transport.send(message);
  }
}