So, a week after I had had my new Blackberry 8330, the "1 new message" icon appears at the top of the screen, so I go in to SMS and there are no new messages. I go to my AOL icon and it says there is "1" new message, but there are no unread messages inside. I have tried deleting all the messages on both the handheld and on AOL on my desktop and the icon won't go away.
With the Berry switched on, remove the back and pull out the battery. Leave it out for about 30 seconds then put it back in and let it power back up. A battery pull fixes 90% of problems such as this.