Hello, and welcome to JustAnswer!
You can do that as follows:
Select cell 2.
Use the scroll bar on the left to locate cell 10000.
Press and hold CTRL key and then click on cell 10000.
This will select lines 2-10000.
and there is even a simpler method that that.
If you type the following in the Name Box the following, it will automatically select A2:A10000
If you have more than one columns in lines 2-10000 that you want to select, say 4 columns, you can type the following in the name box:
Here is an illustration from Excel 2010.
Let me know if you have any questions. Thanks :)