Select (highlight) first message. Scroll down to last item. Hold down the
Shift key and select last item. Press delete key.
You can also multi-select items by using the CTRL + mouse click. This
method lets you select random items in the same folder.
Last but not least, to select everything in one folder, CTRL + A works.
/neo
ps - Microsoft Outlook can only delete about 3,000 items in one go. When
you select too many it throws an error message that doesn't really indicate
that you selected to many items.
pss - if you want to bypass the deleted items folder in Outlook when
deleting messages, do a SHIFT + Delete
