Update: Apple has heard the needs of its iPhone users. This issue has been taken care in newer iOS version. Forwarding and deleting Messages are supported in New iOS versions
iPhone (original version) doesn’t have the feature to delete individual messages or forward received messages. All it can do is show you messages in an iChat format. Now all of us are used to forwarding messages.
This drawback makes the iPhone application a bit handicapped. The workaround is to install an application called WeTools using the installer app.
WeTools not only allows you to forward messages but you can also delete individual messages, send to multiple recipients and even call logs. You may even save the SMS to a notepad
To install WeTool add the WeTools source to the installer app http://app.weiphone.com/installer/ .Once installed the installer will refresh and you must be able to see Wetools on the list.
I hope apple has fixed this up in 2.0 and we don’t have to rely on third party software’s to forward or delete messages.