Can you do it using the moderation controls? Go to the user's profile page Statistics tab and click "Find all threads started by...", then select all and delete. You can only delete one page at a time, but if that's a problem you could temporarily increase the search results per page in the acp.
I'm pretty sure you can do more then one page at a time. But there's probably a limit on how many pages you should do at a time. Probably best to do it via Admin CP.