There are empty white check-boxes on the far right side. You can click them individually, or the white box above all the messages on the top if you click that will check all the boxes. Just like most internet email setups(yahoo, gmail, hotmail). Then you go down to the bottom and it says "Move to folder" in the drop down box and when it brings up the choices, click Delete. Click on "OK" next to that drop down box and it will delete those messages. Then you can go to your Sent Messages box and delete as many of those as you want as well.
Karma is a mean bitch.