Selecting multiple objects is easy, just use the Rhino.GetObjects method which returns an array, then cycle through the array to check each curve
Dim arrCurve, intShort
intShort = Rhino.GetReal ("min. length to keep?", 0.1)
arrCurve = Rhino.GetObjects ("select a curves to evaluate", 4)
Dim i
For i = 0 to Ubound(arrCurve)
If Rhino.CurveLength (arrCurve(i)) > intShort Then
Call Rhino.ObjectLayer (arrCurve(i), "Curve")
Else
Call Rhino.DeleteObject (arrCurve(i))
End If
Next