Go to Forums.
Select the Forums tool from Tool Menu in your site.
Choose a topic within a forum.
Click on the title of the topic to enter the topic.
Select a conversation from list.
Click on the title of the conversation.
Click delete message.
Click Delete Message for the message you want to remove.
Click Delete again to confirm.
If you are sure you want to delete the message, click Delete again to confirm removal. The message will be permanently deleted.