How can I delete all activities associated with an opportunity, when stage on opportunity is set to a certain value

Hi there, you'd have to write an "after" Apex Trigger to accomplish this. However, as i'm still learning Apex, I can't help you with the code. 

Here's a similar answer to what you're looking for: 

https://developer.salesforce.com/forums/?id=906F000000090XGIAY