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1. In your Mailbox window, press and hold the Shift key on your keyboard, and then click the first email that you wish to delete.2. Now, hold the Shift key down, and click the last email in the list. This will select all the emails between the first email and the last email that you have selected.3. Click Delete.
Note: Clicking on the uppermost checkbox located below the Keep as New button also will select all emails in your mailbox.