What E-Mail client are you using?
Web Mail - like gmail, yahoo etc, or Exchange WebMail?
Outlook - or Outlook Express - using your Internet Service Provider?
Would be different for each one.
In Outlook Express or Windows Mail you can Hold down the CTRL key, while you click the E-Mails that you want to delete - They do not have to be in a row, you can skip some, or one, then click the next selected E-Mail, you can then hit the delete key on the keyboard or click the (X) on the Tool Bar at the top.
If you hold down Shift, while clicking on one E-Mail - then click on the bottom E-Mail, it will hi-lite from top to bottom of what you select, then hit delete.
I don't know if I explained that very well - tired - bedtime
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