At the top of the page you will see something that looks similar to what you would see on the message index (en) of a board. You will see a listing of your personal messages. The first column where you see a speech bubble lets you know if you have replied to the PM. An arrow on the image means that you have replied to the PM; no arrow means that you have not. The second column is for the date the personal message was sent. Next to that is the subject of the message. To the right of that is the display name of the member that sent it. The final column has check boxes where you can select the ones you want to delete and then push the Delete Selected button located under the list of messages. You can sort personal messages by date, subject, or sender.