1. highlight the first SMS in the series and then one futher down the list. This should highlight all of the mesages in between. Then click the delete icon at the bottom of the screen
2. If the SMS are together and nothing else is included below a specific date, you can highlight the date and click the BB button. One of the options is to delete everything prior to that date.
if you want to delete everything before a certain date, just highlight the date and menu and select delete prior. it will delete every message on and before the highlighted date.