This is a great Script one can use for cleaning All of his messages..
I don't know who is the owner of this script but it's a great one..
It really helped me a lot in deleting all those 5000+ messages..

How to Install the Script :
1. Install Firefox browser (if you do not have already).
2. Install the Greasemonkey plugin for Firefox by clicking here.
3. Install the Script From Here

DOWNLOAD HERE