I'll assume that you refer to linux command line, please update your question if not.
find ./folder/to/look/in -not -iname '*.html' -exec rm {} \;
Here's an explanation of what this does
edit
If you have not too many files then you might want to make find
execute one single rm
command. You can do that with using +
instead of ;
find ./folder/to/look/in -not -iname '*.html' -exec rm {} +