Uhm...Ignore Puppy there, he sounds disslusinal a little bit?
Well I have seen penumbra in action so I will know what you mean.
Okay lets start, this may not be possible to do, becuase there is not a inventory selection, but you can carry objects, so you will have to use a key.
This would also be resolved around easyliy coding in FPI! A simple yet easy language that can only take 1 hour to learn fuly.
But this could also be done via source modification, which would be harder, becuase the source code is coded in Dark Basic, which can only be accsesed if you own DBPro.
Good luck!