mylot private messages.. is it deletable?

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Yes i am talking about private messages, the sent and received. It' my style not to delete any of them after i read especially if the message have an important informations and will read them again whenever i have spare time and note the useful infos if its really needed. I happened checked and read my mylot private messages this morning and found out that more of them need to be deleted, not because these messages has no longer important to me but i just want to clean my messages area, that's it. My little problem occurs when i was'nt able to find the "delete messages' under my profile page. I had also check the FAQS here but i guess it was'nt written there or i just don't know where it located. Guys, mylot private messages, deletable or not? If yes, how? Thank you for sharing.