Hi kenward42,
Welcome to Vista Forums!
So are you saying it will delete the e-mails (using the process Richard essentially described above except for the multiple selection part) if you select them individually, but as soon as you select more than one, it will not delete them? That's most unusual.
By "old e-mails" do you mean older than a specific date or do you mean any date beyond a certain point or do you mean e-mails in a specific folder or account that's different from those that aren't old?
Have you tried to actually open any of these e-mails? Are you able to do so and read them? Can you forward one of them to yourself and receive it? In other words, are they working except for the fact that you can't delete them?
Try creating a folder called "old e-mails" and then cut the e-mails you want to delete (assuming you don't get the same error message) and paste them into this new folder. When done, try to delete the entire folder and see if that works.
If not, in Windows Explorer, go to C:\Users\<username>\AppData\Local\Microsoft\Windows Mail\Local Folders\ <folder name>\ ... and sort it by date (by clicking on the date header). Then select those older than you want to save and click on delete (if you aren't trying to do all beyond a certain date then this won't work as you can't identify the emails here since they are named by codes and not with the email subject). This should delete the actual messages. Once done, return to Windows Mail and refresh the screen and hopefully the ones you want deleted will be gone. You will have to do this folder-by-folder.
I hope this helps. If not, please let us know anything new you learn during the attempts that might provide a clue as to the cause.
Good luck!