All AOL Mail programs have a way for you to select multiple messages at one time but it's different in some cases. If you are using Standard Webmail and you have 4000+ messages to delete you probably want to do this about 500 at a time. Best way to do this is to select a message, scroll down the list a good way, hold down the Shift key, and the click another message in the list. This will select all the messages in between and then you can click the Delete button. Repeat as needed. If you to select all 4000+ and delete in one operation, it could take a long time. If you are using AOL 9.1 or AOL Desktop, you can also follow the directions above.