@saab,
To the best if my knowledge, the messages here at a2k can only be eliminated through accumulation of new messages. From what I recall, there's a total number you can receive and keep (1000 rings a bell in my head), message 1,001 will then push off the first p.m. you received. No way to delete on our own, maybe the next version if this site will have that feature.
Keep in mind, I am just going with what I remember reading here a year or so back, I may be totally wrong by now.