The E-Series blog has a nice tip on how to delete multiple emails and SMSs in one go on a Nokia S60 3rd Edition mobile.

Method 1

The first way to manage this is to mark the messages I want to delete. I do this by holding down the shift key (arrow up) while moving the joystick up or down. That will mark the messages I want to delete. I then press the backspace key and that will prompt a message asking if I want to delete them.

Method 2

The second way of quickly cleaning out my mailboxes is by selecting “Mark All” and then do the reverse. For each message I want to keep I press the shift key (arrow up) while pressing in the joystick, or if I want to deselect several messages keep the shift key pressed in while moving the joystick up or down. I then use the backspace key to delete the marked messages.

E-series Blog