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You can highlight and press Menu to hide any icon on the full application icon screen--the top line of that screen corresponds to the "highest level" theme page you speak of... If you want to hide an icon: Highlight > Menu > Hide. So if you want to MOVE an icon to the short screen--just move it up to the top line of the applications screen.

ALL messages will go the main messags folder, and you can separate out the SMS.

If you hide the main messages folder, be careful that if you ever get any PIN messages or browser push messages, they will go to the main messages folder.