It's actually a lot faster to get rid of PM's.
I did a test and I could delete 24 pages (=360 messages) in just ONE minute!!! (yeah - I've had a lot of practise!)
1. At Inbox, click on the topmost little box that marks all 15 messages below to be deleted.
2. click <enter> and <enter>.
3. wait for 1-2 seconds (of course depends a lot on your interner connection).
So basically you keep your cursor on top of that little box and other hand on <enter>. Click, enter, enter. Click, enter, enter...
Fast and easy!!!
Now people go ahead and give it a go!!