I would not use the instant delete feature even if it existed. I don't have that many Personal Messages but when I do, they typically involve 4 or 5 messages and I like to keep a record of what I have said until I am sure that the conversation is over and I prefer to archive them at that point rather than keep them showing active when I have responed to them.

Now if I could just discipline myself to clear out what I no longer need...

Jon