Perhaps I'm having a low-caffeine day, but figuring out HOW to delete PM's wasn't exactly straightforward.

For those who need to do this:

1. move all of the messages you want to delete to the deleted items folder. (a.k.a. click the messages you want gone, then pick the Move to Deleted items from the DDL at the bottom of the screen).

2. empty your Deleted folder. Click the "Empty PM folder" on the left side of the screen (not in the rea where the folders are), and pick just the DELETED folder.

Must be getting set in my ways - I was expecting to see the word DELETE somewhere....:)