It sounds like you're looking at your iCloud photos, not your camera roll. If you're trying to delete pics from your iCloud queue, then you need to make sure both your iPhone & iPhoto are running the latest updates. If they are, then you have the option to delete from the stream using either device. If not, then I don't know of another way to remove them.
If you're just looking at your camera roll, look for the trash can for single deletion or the action button (a box with an arrow) on the thumbnail screen to select multiple images at a time.
I hope this helps!