DELETE A MESSAGE LEFT ON A PROFILE

Is there a way for a member to delete a profile comment from their page or alternatively can it be done through admin - if so HOW???

admin/settings/membership levels/standard/in the drop down select comments remove own

I just checked that setting was already set

I just dont seem to get the option to delete anywhere!   

All i get are the options to reply and the points plus and minus and thats it

Hmmm ok back to drawing board me thinks.

Cheers for your help