AFAIK, the GUI is not your friend for your situation.
But since the job specification is plain text, you might want to go on an adventure and edit the job specification directly. Simply create a new job in which you selected only one or two directories, look what the format of the job specfication is, and scriptwise or copy-paste-wise add your remaining directories. Recheck in the GUI.
Job specification for "normal" backups (i.e. not VMware, Exchange etc) are in a directory called "datalists".
One more hint: what will you do when an extra user is created? He'll get a user directory and you want that directory to be backed up automatically. But here is the catch: it does not get automatically backed up, since you told Data Protector exactly which files/directories you wanted. Solution/workaround: create an extra backup in which you exclude all currently known directories. If a directory is added, Data Protector does not have it in its list of excluded directories, hence it'll make it into the backup :-).