We demonstrate the utilization of Dammann lenses encoded onto a spatial light modulator (SLM) for triggering nonlinear effects. For continuous illumination Dammann lenses generate a multifocal pattern characterized by a set of N foci diffraction orders, all with the same intensity. We theoretically show that for pulses shorter than 100 femtosecond (fs) the effects of chromatic aberrations influence the uniformity of the generated pattern. Multifocal second harmonic generation (SHG) and on-axis multiple filamentation are produced and actively controlled in β-BaB2O4 (BBO) and fused silica samples, respectively, with an amplified Ti:Sapphire femtosecond laser (30 fs at FWHM). Our proposal allows us to dynamically control both the quantity of foci and the distance among them. The output diffraction pattern is in good agreement with theoretical calculations. The measured spectra at the rear face of the supercontinuum sample for different separation among foci are also provided. The potential of this technique is very promising in different fields of nonlinear optics or in applications of in-depth materials microprocessing.