I have set view to show Conversations in All Views.
Now if I select conversation with multiple messages in the Message list, then on the Detail view I have all messages listed.
If I even select (expand) one single message in Detail view and then press Delete - it will delete all messages in the conversation.
The only way to delete single message is to right click or click on properties triangle on single message in Detail view and then click Delete in context menu.
Is there easier way to do it?