Easiest way to do it, that I know of, is to view all friends on your profile page and right-click open in new tab the friends you want to remove. My mouse wheel when used as a button opens link in new tab. I open up 5 or 6 at a time then just go from tab to tab to click remove from their profile.
Hope that made sense, I'm at work and trying to type on a small WGT window in the center of my work email screen so it looks like I'm just typing an email. LOL.