First make sure you have the most updated software on your phone.
From the main screen, touch menu tabTouch SettingsTouch About PhoneTouch System Updates
Then try doing a soft reset on the phone.
Soft ResetPress the Power key. Touch Power off. Touch OK. Press the Power key to power on the device.
Then dial *228 send and option 1 on the phone.
If you have unsent messages you should see a bubble with a number on the + icon on the upper right hand corner when in the message window and you can then click the minus marker next to message and it will be deleted.
I don't think this is an isolated problem. I am having the exact same issue at the moment. and already tried a restart of the phone.