HTC One M8 User Manual page 182

182 Messages
In the Messages settings, tap General > Delete old messages to
auto delete old messages.
Preventing a message from being deleted
You can lock a message to prevent it from being deleted even if you delete
the other messages in the conversation.
1. Open the Messages app.
2. Tap a contact (or phone number) to display the exchange of
messages with that contact.
3. Tap the message that you want to lock.
4. Tap Lock message on the options menu. A lock icon
displayed.
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