There is acknowledged fault in the soft ware which the suppliers should resolve.
Currently it is not possible to delete PMs in a block.
For the time being the message to be deleted needs to be opened and then click on the X on the top right of the message. A message will then appear asking if the message is to be deleted.
We welcome any query on Who When Where. If you have previously posted it on another forum (including the old WDYTYA forum), please state this in your opening post - this will save people redoing the research which has been done before: they can look at it and possibly go further with it.