Go to your Xanga page and find the link "My messages" or "My friends" on the left menu. If these links you have not, go to "My settings", then to "General" and "Additional services". There is a tick mark the references that you wish to see in the left part of your account. Now you can cancel sending of the message depending on to whom you sent them.
To delete a message sent to one of your friends, select the user using the tab "My friends" and then click "Send message" located just below. You will see a form for entering messages, but don't write. In the lower left corner of this window, click on "log dialog". This will open all your correspondence with this friend.
Now you can remove the need, or rather, not the right message. To do this, click on the message, right-click to the right, a tick, and in the upper right corner of the dialog click on "Remove". With this method, you can remove from 10 to 20 messages. But first check if they contain important information. If you accidentally delete a message, it can recover, use the appropriate prompt that will appear after the removal.
You can cancel the sending of the message to the user, who is not your friend. To do this, go to your account Vkontakte and click on "My messages". In the upper part of the page that appears, select "Shipped", you will see a list of all of your sent messages, each of which will be the "Delete" button. You can delete one or several by putting on the right of each message checkbox and clicking the appropriate button at the top.