On the Instant Message page (the one you get to from this icon: ) you will see two address boxes: one with a "buddy" drop-down menu and another which allows you to input a name and also includes the option "or list of names."
To input a LIST of names, you can enter them one at a time separated by a comma ONLY -- no spaces are required between names. If done correctly and previewed, you should see your list of members by member number at the beginning of the message. When you send it, each message will include a CC: at its head.
Caution: Be careful not to spam others via this tool.
Please see: /faq/4597