Responses are not meant as a substitute for professional advice. Answers are intended as outline only the advice of a qualified professional with access to all relevant information should be sought before acting on any response given.
lol... I suspect that you actually wanted to know how to do it not just whether you can or not!
if its a message that someone has replied to then you can't but I can but it would delete the whole thread rather than a single message. (I tend to amend rather than delete the initial messages to remove the bit that the poster was having issue with rather than the whole message).
if nobody has replied to the message yet then you should be able to just delete message from within the thread (under the "More" button) which would delete the whole thread.
If you have any difficulty just let me know.
Shaun.
__________________
Shaun
Responses are not meant as a substitute for professional advice. Answers are intended as outline only the advice of a qualified professional with access to all relevant information should be sought before acting on any response given.