Deleting many photos at the same time

I used to be able to connect my iPhone to my computer (Microsoft Windows), and open the different folders where the pictures were stored. By selecting the photos, and using DELETE the photos would be deleted quicklly from my phone. Now this is not possible. Why?

Instead I have to look through my photos on the iPhone and delete them. It takes much more time.

Please, how can I just open the photo folder on my computer and delete photos from there? This just changed with the new photostream setup, and is really annoying!