Actually, I have the answer, just wanted to phrase the question to make it easier for people to find.  Hope it worked, lol!  Anyway, all you have to do is check the box to the left of the email where you want to start deleting messages.  Then, hold the shift button down and check the box of the last email in the group you are trying to delete.  You should now see the group of emails you are trying to delete highlighted in blue.  Now all you have to do is hit the delete button at the top!  This works great as long as there are no emails you intended to keep in the way of the ones you want to delete in the group. Otherwise, you'll have to start and stop this procedure between each email you intend to keep.  Hope this made sense!