Hi! Not Pierce but I think I can answer this one. Go to your User CP (Control Panel) by clicking on the name in the blue panel towards the top of the page. In the left hand menu there is a Private Message option and under that is Edit Folders. When this window there is an option to add a new folder and call it whatever you fancy. You can them move messages to the folder by going back to the List Messages option in the left hand menu. Select the messages you want to move by checking the boxes at the right hand side of each message. Then choose move message to folder. The next screen will let you choose which folder to move them to.