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If you are referring to Private Messages, click private messages, then on the far right check the box on the messages you want to delete.
At the bottom of the page is a box that by default says "Selected messages""Move to folder"
Click the drop down and change that to "delete" then click the go button.
You may have to go in through the "User CP" and list messages to see them.
I go in through the "Private Messages" link at the top right of the forum.
The go to "inbox"
The delete some of the less important messages till you get under 30.