Linking Blocks

I can across a block from another drawing that I am doing, and saw that the block was actually four blocks in one (see attached image). I click on the drop down arrow and I get five different blocks to choose from. I thought that was great, and want to do that for some of my own blocks. The problem is I do not know where to begin. Can anyone point me in the right direction? Not sure if it matters, but I am using AutoCAD MEP Version 2008

Thanks

Multi-Block.pdf

You need to look into Dynamic Blocks using Visibility Parameters

Here's one i made earlier (Blue Peter Style)

SLIM.dwg

It's a dynamic block with 4 visibility states (visibility parameter).

Here's a video tuorial

http://www.dgcad.com/message.asp?VideoTitle=ACAD2006-L5

Thank you for the replies, I checked out both and they were very helpful.