This tool you can add to your Internet Explorer toolbar (via your favorites). When you are editing your space (either the "Home" Page or "Blog" Page, select this tool from favorites menu to convert all the individual delete options to checkboxes. You can quickly check multiple items and delete them.

1. First Click the link above this will open a new window follow the instructions carefully to obtain the tool to "Clean-Up-Tool"
2. Make sure you are in your MSN Space in "Edit Mode"
Open your Favourite list (from within the same window as your MSN Space)
Click on "Clean-Up" (that you would have just added to your favourites list)
All the individual delete options will change to checkboxes and a new button will appear on the top left corner of your space "Permanently Delete Checked Items"
Click one or more of the checkboxes for comments or blogs that you want to delete
When you are sure that you want to delete the items you have marked/selected Click "Permanently Delete Checked Items"
All items that you have selected will now be deleted and the your MSN page will reload
Done!