Need to delete all the files with one extension on a drive in Windows 7
I found my own answer at the command line.
del /s *.wlx
where wlx is the file extension in question.
You can do this using the Windows GUI. Enter "*.wlx" in the search box in explorer. Then after the files have been found, select them all (CTRL-A) and then delete using the delete key or context menu. This also works in older versions of Windows using the separate explorer file search pane and window.
The command line is faster, especially if there are a lot of files. I've just added this answer for the record.