You can highlight a date and select delete prior from the menu.
Also, at least on the 8700, holding the num key and scrolling will highlight messages which can then be deleted as a group. May work same way on your model except using the ball instead of a wheel, or some similar combination.
And, see the help app on the blackberry. It really is useful for this kind of stuff, no kidding.
Finally see
http://home.comcast.net/~tamsterra/B...Model_Tips.pdf