Holding down the Ctrl key while you click on the ones you want to delete should select them then one delete should do the job.

much easier if you click on bookmarks the organize bookmarks and do it from there. you can select groups at a time as Bob said. IN there you can select your folder so it is open in the right pane then hit edit and select all which will hilight all in that folder then you can delete them all or pick and choose. You can also use the move tool there to move them from one folder to another easily.