In a message folder scroll to a date bar or the top date bar and press menu and select Delete Prior. In a message folder press menu and select View Folder and select the desired folder and delete the messages in the selected folder.
In a message folder you can press and hold the shift button and scroll through your messages and delete only the ones you highlighted.
In a message folder press menu and select Search and type the name of sender/press menu and select Search and all messages from that sender will show and delete.
In a message folder highlight a message and press menu and select Search Sender and all messages from that sender will show and delete.
If your on the top date bar in your messages folder you can press the space bar and it will take you to next date bar.