Welcome to the forums! And we won't think you are ignorant until at least your 3rd post, so no worries there
As for the messages not disappearing from the devices, that is a default setting that can be changed on the device. On the device, go in the list of Messages (not into a message, but so you can see the list) then click the wheel and go into Options, then General Options.
Change the 'Hide Filed Messages' option to 'Yes'.