Hold N+1 when you are initially making the selection in order to just select mark I ships. Or N+1+2 to select mark I and II ships together. This is a selection filter, so once you already have a group of ships the N+whatever does nothing.
If you want to subdivide a group of ships that you currently have selected, the easiest way to do that is by clicking the selected units button (with the count and health bar, at the bottom right/center of your screen), then hold shift and right-click anything that you don't want in your current selection. Or left-click if you just want (for instance) mark III bombers, etc.
Hope that helps!
