@AcePace: I just tried it with my alternate. basically I sent my alt. a pm and tried to delete it, just to test my theory and it was as I suspected.
When I sent the initial pm without him pming back I couldn't actully delete it. however when I posted in the pm right after sending it I was able to push the delete button. this doesn't stop the user from getting the pm, but it drops you from the pm. this means, the pm recepeint would be still able to read the pm you sent, but if they try to reply you using that pm you won't actually see their reply because you dropped the conversation.