Hi Alan,
If you delete a thread, all the messages in this thread will also be deleted.
But the next follow-up message will start a new thread.
If you don't want that to happen then you can create a rule, based on the subject.
I believe this is called a kill-thread function by other news-readers.
I personally don't like this, because if someone starts a new thread with the same subject then this one is also thrashed.
Besides, deleting an unwanted thread manually is a simple task.
So I've decided not to build in a kill-thread function.