This is sky's answer:

Keeping your inbox tidy | Sky Help

Or basically fix it yourself

For those of you that use Thunderbird this may be a solution:

I haven't tried it myself yet as I have not been through the webmail inbox to clear it out.
I haven't got loads of mail on the client as I closed it down asap, but going through 1800 on the webmail pages will be enough work, I feel for those with a lot more than this.
Surely Sky should have anticipated this and informed client users that this was going too happen, at least we could have done the work over a couple of months.

I think there may be a similar add-on for those using Outlook, I will let you google that one...