How to insert spaces in front of selected lines?

Have you tried

CTRL + ]
CTRL + [

(square brackets).

Or use

Edit -> Line -> Reindent

First set your TAB(4 spaces) width by selecting

View > Indentation > Tab Width: 4 

then select the number of lines(text blocks) that you wanna shift towards RIGHT.

Finally Hit(On MAC)

Command + Tab    OR
Command + [

and Hit (On Windows)

Ctrl + Tab       OR
Ctrl + [

To insert individual spaces, click on the beginning of the line, then use cmd (for Mac) or ctrl (for Windows) and click on the beginning of other lines. It's the same way as how you select multiple files at once. Now when you add a space in front, it will add to all the lines that you selected.

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Sublimetext2