First save each parcellation that you want as its own separate label by selecting it in tksurfer (simply click on it with your mouse and its boarder will be highlighted in yellow) and then file -> label -> save selected label... Then you can merge these separate labels into one label at the command line using mri_mergelabels -i [labelfile1] -i [labelfile2] -o [newlabelfile.label]
If doing glms from the command line you can then feed mri_glmfit the label with the --label option. This will conduct the glm in the region specified in the label only (i.e. an roi analysis)
There is also a quick way to turn all of the desikan parcellations into individual label files at the command line using mri_annotation2label I think, but I can't remember precisely. This is a lot faster than using tksurfer as it simply dumps all the individual parcellations into a specified output directory. But I don't know if you can do it with the Destrieux atlas parcellations (if you were interested in doing that.)