The review column in the collection list is only for displaying the review.  To set the review of an individual profile either hit ctrl-p and change it in the personalise window or change it in the general information window.

The general info window is probably your best bet.  If it's not displayed in your layout goto view- windows- general info to bring it up.  You could also temporarily drag it closer to your collection list if you're doing a few in one go.

I was going to suggest having a look at the BulkEdit plugin in the plugin forum but I just had a look and couldn't see the review field as an option.  Might be worth posting in the relevant thread to enquire or request it...