A gaming device having a bonus round with multiple selection groups is provided. The gaming device provides a plurality of selection groups including a final selection group. Each non-final selection group includes selections that yield awards and at least one selection that yields an advance indicator. The advance indicator signals the end of a player's picking from one selection group and the start of the player's picking from a subsequent selection group. The gaming device provides the player with a total number of picks. The player uses the picks to advance through as many selection groups as possible, wherein the awards increase as the player advances.