How do I select a large number of messages to delete from my email inbox. I don't want to delete all of them.?

There MUST be an easier way than clicking each one! Boy, do I feel stupid not knowing this one!!!
How do I select a large number of messages to delete from my email inbox. I don't want to delete all of them.?
In Yahoo classic, you can select all the messages on a page (25 messages) using the CHECK ALL button on the lower left corner of the page. Then go back and deselect the ones you want to keep. This will leave most of the mail selected. Then select DELETE from the lower left corner and the program will delete all that are selected.