When you say it doesn't work... what exactly is happening.
One thing to understand about the "Apply Selections to All..." control is that it only operates on what is actually shown in the window. So lets say you have turned a bunch of failure modes off and want to apply this "turning off" to all of the other components in a project or assembly... If you have the "Hide Unselected" button turned on, then the things you turn off will no longer be shown, therefore when you "apply to all", the ones you turned off will have no effect on other components. This is because the apply to all only works on things that are shown. Hopefully this makes sense.
If you want things that are turned off to have an effect on other components when you press "apply to all", then you must not hide them.
If it still doesn't seem like it is working right, let me know with an example, and I can take a look.