Your messages are deleting because your device has run out of memory. You need to free up memory or this will continue to happen. Resetting the device by pulling the battery will free up some for a short time but the same thing will happen again.
1. Get a media card and move any pictures, ringtones, etc. over to it from the device memory. Do NOT store media on the device memory.
2. Follow the instructions here: http://www.blackberryforums.com/gene...ax-memory.html