I have a 770, not an N800, but probably it's the same:

To select a block of messages, make sure the frst of these messages (=the one you want to select first) is not currently selected. Then tap on the first message and quickly drag your stylus over the rest. It is important not to start with the currently selected message or to keep the stylus on the first message for too long: otherwise the action will be interpreted as "drag&drop" of this one item.

btw: i havent found a way so far to simulate ctrl+click...