In email, go to the date line, hit the menu key and select "Delete All" which will delete everything from that date and earlier.
You can also press the ALT key and scroll to highlight the messages you wish to delete and then hit the delete key.
Might check out the following link for more tips and tricks:
Stinsonddog's Blackberry Tips and Tricks ‎(Blackberry Tips & Tricks from the Mods‎)