~via BB (wap.pinstack.com)~
Are you talking about BBmessenger or in your address book?
Either way they have to be done one at a time as far as I know.
In the address book, scroll to the one you want to delete and click your trackwheel. It should give you the option to delete.
In BBmessenger, scroll to the contact and click your trackwheel. Then just choose to delete contact.
Hope this helps ya out.