I think I know this one!
Disclaimer: I am not responsible if your computer bursts into flames while attempting any of the maneuvers described hereafter!:eek:
First, there is a drop-down box that says how many days back it will show messages. Select "From Beginning" or "All" (I forget exactly how it's worded) and then all your old messages will show. Then, click the other drop-down box from "Inbox" to "Sent Items". Every time you send a PM, unless you unclick the "Save Copy" box, it saves a copy in your "Sent" folder. Just go in there and delete those (if you don't want them anymore).
Hope this helps. (have a fire extinguisher handy, I'm not the brightest computer spode out there!)