Deleting PM's

Apparently my Inbox is full. I'm trying to delete old messages but can't work out how to do so. I can do them individually which is a pain but there doesn't seem to be a way to delete a load in one go.

There are boxes by the side of the posts that you can tick but no button to actually get rid of them.

Any ideas?
There's a drop down menu at the bottom (named 'Selected Messages) where you have to select the action. Select delete and then click on Proceed. Hope that helps!