With Buenchico's kind help I have now managed to filter my SPAM and Freecycle e-mails into separate folders, thus uncluttering my In-box. But how can I empty these folders once I've checked the contents? 'Help' does not help, either in Windows or Outlook Express.
Go into the folder and click on the top entry to highlight it. Scroll down to the very last entry, hold SHIFT and click on the bottom entry. This should highlight every file in your folder and will probably change them all to blue.
The just press delete. It may ask you if you are sure that's what you want to do.