Apple iPhone OS 3.1 - Manual (Page 65)

Delete multiple messages: When viewing a list of messages, tap Edit, select the
messages you want to delete, then tap Delete.
Move a message to another mailbox or folder: When viewing a message, tap , then
choose a mailbox or folder.
Move multiple messages: When viewing a list of messages, tap Edit, select the
messages you want to move, then tap Move and select a mailbox or folder.
65 Chapter 4 Mail