I have loads of yahoo mail I would like to delete. When I pull up a specific website that I want to delete?

the mail from it seems that I should just be able to pull up a page of 25 of them (which I can) and the go to the bottom and click to check them all and then push delete. When I do this it doesn't work though. I'm sure there is an easy way to do this that I am just unaware of. Any help appreciated. ( eg if I had 125 emails from Blizzard.com it seems that I could do that by putting Blizzard into my mail search engine. refine as necessary. go the bottom and do that 3 times and have Blizzard out of my mail. let's ume I've already told them I want to unsubscribe from their mail).