Ha...when you're in your mailbox, down in the lower right of the bottom of the page you'll see "download messages xls csv text" or something like that. Clicking on text will get you a text download of your pm's to your pc.
Then you can delete them. Seems you're only allowed 100 pm's in all of your folders combined. Make sure to check both your inbox and sent messages.
Be fearful when others are greedy, and greedy when others are fearful. Just another form of "buy low, sell high" for those who have trouble with things. This rule is not universal. Do not buy a 1973 Pinto because everyone else is afraid of it.