The Delete Messages action is performed no matter if a checkbox (for any message) is checked or not. There should be a message displayed (either pop-up or in-line) if there aren't any checkboxes checked either before the request is sent to the server or after.
Thanks Aakash. I have posted this bug report on Drupal.org http://drupal.org/node/389576
removing 3.0, not a redesign bug
http://drupal.org/node/389576#comment-1351410 Nothing further to report this morning.
Still nothing to report today.
I don't think Moshe is going to reply here so we may not get the fix into OG @ D5 on D.o. However this problem is fixed in OG @ D6 now.
Created attachment 376270 [details] "No messages selected" anyway, I tried to reproduce this on stage and it looks to be fixed. Probably came with a module upgrade. screenshot attached, shows appropriate error message showing
Verified FIXED on http://www.spreadfirefox.com/privatemsg; it's as Alex notes in comment 6.