By default, you can only select up to 500 contacts at a time in your view to dial, however you may select more for other actions in the PhoneBurner system.
Clicking the checkbox next to Begin Dial session in the contact manager will check the contacts available in your view. From this, you can begin a dial session, move contacts or transfer or delete them.
If you have more than 500 contacts that you want to handle you can do this by clicking the drop-down arrow next to the box and this will allow you to select all in the folder for actions such as Move/Transfer /export or Delete.
This also works when pulling contacts in an advanced search.