02-09-2013 12:37 PM
Welcome to BlackBerry Support Forums
Connect you device and run BlackBerry Desktop Software Click on Device > Delete Data > On that Screen Choose Selected Data > Scroll down to Messages > Mark it and Click Delete ( If you want to backup before deleting Mark " Backup Before Deleting " )
This will delete all messages from your Device .
02-09-2013 11:44 PM
If you want to Desktop Software you can download it from here BlackBerry desktop software . So if you don't want to delete all then delete them from your device manually.If delete prior is unable then highlight particular message and use the delete option and see if that allows.If it don't allow then your message database is corrupt and have to clear it for help refer to this Knowledge Base :
KB10352 : Unable to delete email messages using the Delete or Delete Prior option on the BlackBerry smartphone