Go to the very top of your messages (the most recent date) click the left soft key to get to your menu, choose "delete prior". You can do that for any date. Just scroll to the date, once it's highlighted, go to the menu and choose "delete prior" and it will delete all txt messages on and before the date you choose.
You can also delete a selection of messages by selecting the first message in the group, holding the Caps key and scrolling to the last message in the group you want to delete, then hit BB button and select delete.
you can also delete call logs by going to messages/hit the menu button then view folder and you can select sms mms browser messages missed calls phone call logs etc...