John J. Fried's FAQ Site
 26. Files, Deleting in Batches

To do batch deletes.
Open Windows Explorer and go to the folder where the files to be deleted are stored.
If all the files are adjacent to each other, click on the top one, move your cursor to the last file, then, while holding down the shift key, click on the last file with your LEFT mouse button and release. Now RIGHT click on any of the marked files and choose delete.

If the files are not adjacent to each other, click on the first file you want to delete. Then, holding down the CTRL button, left click on every file you want to move. When they are all marked, right click on any highlighted file and opt for delete.

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