A keep folder.

[Duncan]

I don't know about others but I think a keep folder in the PM's would be great.  I like to keep my messages cleared out, and this would be a nice feature to have just in case you wish to save something.

[Xillen]

You can actually sort your incoming PM's by label.

Go to your messages section.
Go to "Manage Labels", visible in the column to the left.
Create a new label called "Archive".
Go to "Change Settings", visible in the column to the left.
Enable "Remove the inbox label when applying another label". Don't forget to click "Change profile" afterward.

Go to "Inbox", visible in the column to the left.
Select one or more messages.
Change the dropdown menu listing "Label Selected:" to "Archive".
You can now view those messages by clicking "Archive" in the column to the left.

[Duncan]

Well nevermind the thread then LMAO.  Thanks Xillen