UPDATE
Just right click on the desired folder and select Empty Folder
Like dean said, you can hold Ctrl to select single items or even Shift to select multiple items.
I haven't used OWA in a long time but a little trick I used to do in Firefox was to use this javascript bit to select all of the checkboxes
javascript:var f=document.activeElement.childNodes1.contentDocument;var c=f.all['MsgID'];var i;for(i=0;i
type it in the address bar and hit enter, it should select all of the checkboxes.
