This took me longer than it should have to figure out. In just a few simple steps, all those emails can easily be dealt with in sets.
- Go to the folder you are interested in.
- click the top check box--or the "select all" . You'll see a text line appearing just above the trash can icon that says something like "All 999 conversations on this page are selected." (see below).

- Click on the underlined text that says "Select all 999 conversations in YourFileFolderName". The text line will change to something like "All 999 conversations in 'YourFileFolderName' are selected."
- Click the Delete button. It will pop up with a 'bulk action' message about the delete you're about to do. Agree to delete.