Applicable to Outlook Express, Netscape Messenger and Netscape Mail (and possibly, AOL Mail)
Assuming the emails you wish to delete are in a single folder, you can do the following.
1. Go to that folder.
2. Left click on the FIRST message you wish to delete.
3. Scroll down to the LAST message you wish to delete.
4. Hold the SHIFT button and LEFT CLICK on that LAST message.
All messages between the first and last messages should be highlighted.
If there are any messages between the first and last message that you DO NOT WANT TO DELETE, you can navigate to them and while holding the CTRL key hit the Left Click button and it will unselect that message. Be sure that the remaing emails to be deleted are still highlighted.
5. Hit the delete button.
It will take the computer a little while to do the actual deletion - like maybe 30 or so seconds - but when it finishes those messages will be in your deleted folder.
If you have messages in several folders that you wish to delete, you can repeat the process for each folder.
If you have your mail set up to empty the deleted folder upon exit, then all these messages will go away the next time you close the Email Program
If you do NOT have your Email program set up to empty the deleted folder upon exit, then you can repeat the process for the deleted items folder. It will ask you if you're sure you want to delete these messages, tell it yes.
Thanks to Sarge aka Gus for these instructions.