Iphone 3GS, how to delete multiple photos?

So i have around 1600 pictures on my Iphone 3GS, can i burn these onto a CD or something (if so do i need to buy some special CD or just a blank one)? Also once iv'e managed to move these to somwhere safe i want to delete them all off my phone, 1600 individual pics is going to take forever to delete so how can i do a multiple delete?
I know i sound stupid but i know nothing about phones and stuff xD

You can delete only one at a time by holding your finger on photo or a entire folder and scrolling down to delete