Yes, goto your inbox and scroll all the way to the top until it hits the date and click the options button and it will say "delete prior" click yes and voila!
Delete prior will obviously delete all SMS messages prior to the highlighted date. If you want/need to just delete the first ten messages in your box, but need to keep those older than it, you can also hold either shift key and scroll the trackball down to highlight multiple messages. After that, just hit menu and choose delete.
If you are just looking to delete ONLY your SMS messages and leave all other messeges (e-mails, etc...) press your Menu button and select View Folder. There should be two folders, one called SMS Inbox and SMS Outbox. Select those folders and then go tot he top of that folder to highlight the date and then do a "Delete Prior". Then just escape out til you get back to your messages and all your SMS messages will be gone, leaving only your e-mails, and if you view your BBM and Y!IM messages, those will be thre too. I hope this makes sense.
