GreenHopper does not support multiple versions and components, in so far as if you select multiple fixVersions or Components GreenHopper will only use the first one selected. In the case of components they are listed alphabetically and so if there are three components selected - cats, dogs, planes - it will only use 'cats'.

In agile if a task/issues/etc is so broad it covers many components it should be broken down into smaller tasks.