I don't see a way to mark more than 1 email at a time for deletion. I have my Exchange account on it and I see no settings to mark more than 1 email for deletion, even in the menu settings.
Nevermind, I spoke too soon. When you go into your email, go into your menu settings, delete (make sure no emails are selected before pushing delete) your emails will show up with an X next to them. Select your emails and press delete.