On the right side there are boxes to check off that you want to remove. You will see your messages in groups. For example; you might see "OLDER" on the left then over on the right you will see a box and number, if you click on that box ALL of your older messages with be removed, only click it if you want to do that. At the bottom/right you will see "move to folder.." with a drop down, open the drop down and select what you want to do, in this case "delete" then click go. I am pretty sure once they are deleted, they are gone forever so be sure they are the ones you want to clean up.