Deleting sms messages on Android Phone

I am getting sms messages daily from 2 numbers. Android phone was forming a thread of all the sms messages. In default Android messaging system it was not possible to delete one or some of the messages in a thread and if I wanted to delete the complete thread was getting deleted including the newest messages.

I searched on Market with "sms" and got number of applications. I downloaded HandsentSMS. Now with this application I can select Batch mode and then select the messages I want to delete and delete them