I'm not sure if there is a way to do this, however, I have found that if you try to delete very many e-mails at the same time it can wreak havoc with the e-mail client or whatever you're using.
Instead of doing this, I recommend you go to the particular folder and start at the bottom. Click the oldest e-mail and "shift-click" an e-mail about 50-100 e-mails removed from that one to highlight say 100. Then click "delete". Wait until that function has been completed and do it again a few times. Do not try to delete say 1000 e-mails at a time. Come back sometime later and repeat the process. I do this to remove e-mails from my "deleted" folder in Outlook, however, I once tried to delete a huge number and the Outlook database "blew up" and I needed to run a recovery process, so I don't recommend bulk deletion that puts a strain on the system in question. Hope that helps.