Linear models with a growing number of parameters have been widely used in modern statistics. One important problem about this kind of model is the variable selection issue. Bayesian approaches, which provide a stochastic search of informative variables, have gained popularity. In this paper, we will study the asymptotic properties related to Bayesian model selection when the model dimension $p$ is growing with the sample size $n$. We consider $p\le n$ and provide sufficient conditions under which: (1) with large probability, the posterior probability of the true model (from which samples are drawn) uniformly dominates the posterior probability of any incorrect models; and (2) with large probability, the posterior probability of the true model converges to one. Both (1) and (2) guarantee that the true model will be selected under a Bayesian framework. We also demonstrate several situations when (1) holds but (2) fails, which illustrates the difference between these two properties. Simulated examples are provided to illustrate the main results.