Can you hide messages with an IPhone 4?

For my highschool we have a sorority called Sigma. And we have this thing Sunday called Unsweet Tea and they do all this stuff to us, but anyways they go through our phones and read our messages and everything. Well I was going to delete all my messages 2 days before Unsweet Tea but I have messages from this one guy that I don't want to delete. They are messages that i've kept for 5 months already and they are Way too special to delete and there's no way i'm deleting them. But I don't want them going through them, so is there any way you can hide your messages from whenever you click on the message screen? Without jailbreaking or turning off SMS, i have a passcode on my phone already to but is there a way to hide messages on the messaging screen on the IPhone 4? Or a way you can hide them on an app, or tranferring messages to my laptop? Anything that will keep them from reading them but making sure they're still there.

Added (1). And I would say I left my phone, but then they make you do worse stuff. And they'll read all your messages out loud in the cafeteria to everyone, so i can't do that.

Personally, I'd just say that I didn't know where my phone was and didn't have enough time to look for it. You could do that, or delete the messages after taking pictures of your screen, so you could keep the messages.