There's "Windows Server 2008", and then there's "Windows Server 2008 R2".
Windows 2008 is the same era/kernel as Vista, and 2008R2 is Windows 7.
In Vista, and I would imagine/assume in 2008 (non-R2) as well, you can't add ranges to the Firewall, but you can in Windows 7/2008R2.
I would guess that the example screenshot you're following was created on and targeted at 2008R2.
Check out this related SU question and answer for a way to add many ports to the Vista firewall in batch:
Vista Windows Firewall - how to block all ports apart from 1 on a particular subnet?
The answer there should apply exactly the same to your Windows Server 2008. You'll just have to adjust the rule to match your purposes.