Hold CTRL and left click on the ones you want to keep, once you've chosen them all, go to "Edit" then "Invert Selection" then right click, delete.
I don't think you can edit the cookies in Firefox from Explorer like you can for IE. In Firefox go to "Tools", "Options", "Privacy", "Show Cookies" to remove.
Take a look at this add-on, should do what you want: or
Edit: added links.
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