How to delete a facebook conversation on Iphone?

I have the Iphone 4 and trying to delete a facebook conversation. Im not using the app for facebook. Im using the web on the iphone to get on facebook

Try long pressing the status.a menu should come up. Or try swiping left and right on the status so that delete option comes up.

Tap and hold on the message for 2 seconds and then there will be a option of Copy or Delete.