srtools,
Running an illegitimate O/S is unethical and some might refuse to help Human Bass. Human Bass's question has nothing to do with the O/S though and has to do with one of MalwareBytes' programs which I will try to help.
With that being said, I cannot explain the reasons why they didn't allow users the ability to delete more than one file at the same time because I did not help develop this tool. Hopefully a developer will come along and provide a better, more accurate answer.
Desktop ----- AMD Athlon 3700+ (2.64Ghz), 2GB DDR 400, ASUS A8N-SLI Premium, 500GB HD, Windows XP Pro SP3, Avira Antivir Personal, MBAM Pro
Laptop ----- Intel C2D P8400 (2.4 Ghz), 4GB DDR3 1066, Mainboard, 160GB HD, Dualboot: Windows 7/openSUSE 11.1, Avira Antivir Personal