Moved this to the feedback forum. The PM system is quite similar to most email systems, you can set up rules. http://nepacrossroads.com/ucp.php?i=pm&mode=options
For example down the bottom you can select to have messages automatically deleted when the inbox is full.
Also note when you send a message it goes to your outbox, you can edit or delete as long as it is in there. Once the recipient opens there inbox it will be moved to the sent messages folder, that doesn't necessarily mean that it was read though.