I am using borrowed code from one of the Go examples that connects a Label to a GoLabeledLink by creating a link between them. This is working great. However, our users would like that when they select the label that it also selects the GoLabeledLink as well. However, it appears that although the LinkedLabel can be selected and moved, it is never put in the Views selection collection. It is causing the selection event to occur, but the collection is empty. I have tried overriding the SelectionObject property and return the Parent as the selected object, which is does, but the parent is not selected.

I assume you mean the LinkLabel class in the Processor sample; it’s not actually connected to a GoLabeledLink by a “link”, but just a drawn line.
But when the user clicks on a Selectable LinkLabel, it does get selected–i.e. get added to the GoView.Selection. You could override GoObject.OnGotSelection to make sure the Parent GoLabeledLink is added to the GoView.Selection. I’m not sure what you want to do when the LinkLabel loses selection.