Cooperative beamforming is an energy-efficient cooperative transmission technique that cophases multiple received signals to increase received power at the destination. With perfect synchronization, a deterministic mainlobe in the direction of the destination can be guaranteed for any distribution of nodes. However, the sidelobes appear to be probabilistic in other directions. A high-power-level sidelobe may cause an unacceptable interference at an unintended receiver, thereby decreasing network capacity. In this paper, we propose a multi-relay selection scheme to control the sidelobes in cooperative beamforming systems. An optimization problem is formulated to minimize the average power over all unintended directions with a constraint of unit power gain pointing to the destination. To solve the problem efficiently, we propose a suboptimal solution that first finds the best reference relay and then selects the remaining relays accordingly. Simulation results show that the proposed multi-relay selection algorithm has lower average power over all unintended directions than both the nearest- and farthest-relays cases, where the performance is close to that of the exhaustive search approach.