Hi Fran,
Thanks for your reply, this is what I would have recommended as well. I will add a couple of notes, just to be more specific.
msfeld, the activity screen that Fran is recommending you customize is the CRM_ActivityList screen since it already contains a grid with the list of activities. This way you can add a checkbox to the grid and use a Delete Record From Table action inside of a Loop Through Grid (for checked rows) action to delete the activities that you check the box for. This is the safest method.
Alternatively, you could use a Delete Record From Table action inside of a Loop Through Table action. In this case, you’ll want to be very specific with your where clause(s) in the Loop Through Table action to prevent removing any additional activities. I hope this helps.
-Audisho