I had the same problam!
Ino how to do it now!
I had over 3,000 and I definetly was NOT going to take 3 hours of my time to delete ALL of my messages.
Its quite simple realy. All you do is click "SortBy" at the very top of all of your messages. (below the "Delete" button) then when you've clicked on "sort by", you click "Delete". And keep on clicking "sortby" then "delete" until you have erased the amount of message you wanted.
Happy to help!