1. Click on Private Messages
2. On the right side of the screen listing the messages is a check box. Check the boxes of the messages you want to delete.
3. Scroll down to the bottom of the list -- you will see the words "Selected Messages" In the paranthese will be the number of messages selected.
4. Click on "Selected Messages" to pop up the box.
5. Click on "Delete" and then click on "Procede" at the bottom of the box.
If you still have problems, PM me.