If you want to delete ALL messages prior to a certain date, highlight the date separater between the days, press the Menu button and click Delete Prior. Will delete everything prior to that day.
If you only want to delete, say, SMS, then do a search first to find all SMS (like holding down ALT-S), scroll to the top (or previous date separator or whatever) and then Menu -> Delete Prior. Then press the Escape key (aka 'swirly arrow' button) and you'll see the rest of your emails/phone calls again.
__________________ No longer a BES Admin, but it was fun while it lasted!