How do you delete messages?

I keep getting these weird messages from "ladies" from other countries that want some sort of "donation".

Just wondering how to delete these messages? The Delete feature in Messages does not seem to work.

I can delete messages, make sure you are in the in inbox view and click delete, if you are still having problems let me know the url of the message and I will see why it is not deleting.

I go to my "Mail" there is a listing that says "Delete" but when I try to go to it, it turns into an Insert cursor (no hand/pointer).

Is there a way to delete Sent messages?

Delete link has been fixed (was broken in IE)

You can now delete sent messages as well

Thank you!