If you get into the list of cookies, you can pick out the ones you want to keep, and highlight them (you can highlight more than one file at a time by holding down "control" as you click on them). Then when you've got the ones you want to keep highlighted, you click on "edit" on the upper left, then on "invert selection" in the pull-down menu. That highlights all the ones that you didn't highlight, and un-highlights all the ones that you did. Then you hit "delete."

Peter.