Delete DMs?

[BigTiger]

Hey there, I have a mailbox with a lot of messages and ... I can't seem to delete them. I click the check box, but there's no option visible for then deleting them from the mailbox entirely.

 

[GeneLifts]

Open conversation click a box at the bottom choose action then click go

 

[GeneLifts]

 

[GeneLifts]

Click go under choose a action