Tom, if it is the first message in a thread, you cannot unless you beg a moderator to do it for you. However, you can edit that message and erase all the text.
If it is a reply to an existing message, <edit> that message and look for the delete buttons near the bottom of the edit screen.
I had to ask the mods to delete a thread due to corporate legal policy. The e-mail was read within 10 minutes of hitting send and the thread was deleted shortly thereafter.
The mods reacted quicker than anticipated.