Scottie Menges

You can't link more than 255 prims and there are also distance restraints. If you select all your sets of prims at the same time you can 'Take a copy' which will appear in your inventory as a broken cube (meaning more than one linkset). Make sure your build window is open and on 'move' then drag it from your inventory to the ground. You can move all the pieces as one as long as it's all selected. Also there are many devices in SL such as 'Rez-faux' which are designed to save/rez groups of prims en masse.