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If you have your SMS messages show under a different icon than your regular email messages, just go into that icon, press T for top, press the Menu button, and click Delete Prior.
OR, if your SMS messages are mixed in with your email messages, go into the Messages icon, hold down the ALT key and press S. This should filter to show only SMS messages. Then T for top, Menu button, delete prior.
No longer a BES Admin, but it was fun while it lasted!