Well just change your date range and select the "GO" button on the next line down.
I know the second line has a option to purge entries but,
It is a little deceiving but just think of the whole area as a submit form.
Just don't select the purge check box until you want to delete them.
The more I think about that screen it should probably have the button move down a line and be changed to submit maybe that would show that the search and purge are two separate options on the same form.