You must not be using the gnu sed program. Sed is lighter weight than gawk,
ls -l /bin/gawk /bin/sed
-rwxr-xr-x 1 root root 295432 Sep 21 14:16 /bin/gawk
-rwxr-xr-x 1 root root 53056 Sep 21 14:15 /bin/sed
Since you don't have the "-i" option, you will need to redirect the output to a temporary file as ghostdog74 mentioned.
for file in file1 file2 file3 file4
sed '1,10d' $file >temp
mv temp $file
The "1,10" part is the line range. You can also use patterns (using sed or awk)
/sbin/lspci -v | sed -n '/Broadcom/,/^$/p'
02:02.0 Network controller: Broadcom Corporation BCM4306 802.11b/g Wireless LAN Controller (rev 03)
Subsystem: Hewlett-Packard Company NX9500 Built-in Wireless
Flags: bus master, fast devsel, latency 64, IRQ 11
Memory at e0104000 (32-bit, non-prefetchable) [size=8K]
There is an O'Reilly book that covers both Sed & Awk that you might be interested. The first edition is on the web if you want to google for it. The second edition is in the bookstores.
Also, you might consider downloading the source for gawk. It includes the .texi source for the "Gawk: Effective Awk Programming" book, which is excellent. I don't remember the exact make target, maybe "make pdf" or "make doc". You can examine the Makefile yourself to find out.