I started to use gvim, and I can\'t quite understand how the multiline edit works in gvim.
For example:
Original text:
asd asd asd asd asd;
asd a         
        
Do yourself a favor by dropping the Windows compatibility layer.
The normal shortcut for entering Visual-Block mode is 
Others have dealt with recording macros, here are a few other ideas:
Using only visual-block mode.
Put the cursor on the second word:
asd |a|sd asd asd asd;
asd asd asd asd asd;
asd asd asd asd asd;
asd asd asd asd asd;
asd asd asd asd asd;
asd asd asd asd asd;
asd asd asd asd asd;
Hit 
asd [a]sd asd asd asd;
asd [a]sd asd asd asd;
asd [a]sd asd asd asd;
asd [a]sd asd asd asd;
asd [a]sd asd asd asd;
asd [a]sd asd asd asd;
asd [a]sd asd asd asd;
Hit I" to obtain:
asd "asd asd asd asd;
asd "asd asd asd asd;
asd "asd asd asd asd;
asd "asd asd asd asd;
asd "asd asd asd asd;
asd "asd asd asd asd;
asd "asd asd asd asd;
Put the cursor on the last char of the third word:
asd "asd as|d| asd asd;
asd "asd asd asd asd;
asd "asd asd asd asd;
asd "asd asd asd asd;
asd "asd asd asd asd;
asd "asd asd asd asd;
asd "asd asd asd asd;
Hit 
asd "asd as[d] asd asd;
asd "asd as[d] asd asd;
asd "asd as[d] asd asd;
asd "asd as[d] asd asd;
asd "asd as[d] asd asd;
asd "asd as[d] asd asd;
asd "asd as[d] asd asd;
Hit A" to obtain:
asd "asd asd" asd asd;
asd "asd asd" asd asd;
asd "asd asd" asd asd;
asd "asd asd" asd asd;
asd "asd asd" asd asd;
asd "asd asd" asd asd;
asd "asd asd" asd asd;
With visual-block mode and Surround.vim.
Put the cursor on the second word:
asd |a|sd asd asd asd;
asd asd asd asd asd;
asd asd asd asd asd;
asd asd asd asd asd;
asd asd asd asd asd;
asd asd asd asd asd;
asd asd asd asd asd;
Hit 
asd [asd asd] asd asd;
asd [asd asd] asd asd;
asd [asd asd] asd asd;
asd [asd asd] asd asd;
asd [asd asd] asd asd;
asd [asd asd] asd asd;
asd [asd asd] asd asd;
Hit S" to surround your selection with ":
asd "asd asd" asd asd;
asd "asd asd" asd asd;
asd "asd asd" asd asd;
asd "asd asd" asd asd;
asd "asd asd" asd asd;
asd "asd asd" asd asd;
asd "asd asd" asd asd;
With visual-line mode and :normal.
Hit V to select the whole line and expand it toward the bottom:
[asd asd asd asd asd;]
[asd asd asd asd asd;]
[asd asd asd asd asd;]
[asd asd asd asd asd;]
[asd asd asd asd asd;]
[asd asd asd asd asd;]
[asd asd asd asd asd;]
Execute this command: :'<,'>norm ^wi" to obtain:
asd "asd asd" asd asd;
asd "asd asd" asd asd;
asd "asd asd" asd asd;
asd "asd asd" asd asd;
asd "asd asd" asd asd;
asd "asd asd" asd asd;
asd "asd asd" asd asd;
:norm[al] allows you to execute normal mode commands on a range of lines (the '<,'> part is added automatically by Vim and means "act on the selected area")
^ puts the cursor on the first char of the line
w moves to the next word
i" inserts a " before the cursor
ee moves to the end of the next word
a" appends a " after the cursor
Using Surround.vim, the command above becomes
:'<,'>norm ^wvees"