How do I delete a "consecutive group" of emails? Shift click doesn't seem to work.

upgrades computer to win 7 and from outlook express to thunderbird. 500 emails in inbox. outlook express allowed me to select the first email and then shift click the last email in a group of emails to be deleted all at the same time. thunderbird doesn't seem to allow me to do this. or am I doing something wrong. I don't want to sit for hours deleting 500 emails one at a time. thank you