IPhone :: Can Delete Multiple Photos At Once On 4s

I've got thousands of photos on my iPhone, and I'd like to keep some small subset of them, but I'd rather not go through and open each one up and decide whether to delete. I did upload them all into iPhoto on my Mac, and set up an album that is synched with my phone, thinking I would just delete all the pictures on my phone, and only put back the ones i wanted. But when I started doing it this way, it was taking forever to open each event (I keep getting that rainbow circle thing, so something else might be going on with the computer!) So I'd like to be able to select multiple photos on my iPhone and delete them all at once. But don't see that option anywhere?

Info:
iPhone 4S, iOS 5.0.1