Archiving your private messages

Go to messages, there is a drop-down menu called "Select". Highlight and select "all" and then all the messages will be selected.

After that, just click on the drop-down menu "Actions" and click "Archive". To access the archive, click on the drop-down menu "Inbox" (could be outbox, depending what box your in) and there will be a "Archive" button, click it. That's all there is to it!