You can not delete sent messages. They will be deleted from the recipient's mail box when either the recipient deletes the message or the time limit for the message is up.
Sent messages do not effect how many messages you can have in your inbox, so do not worry about them.
What I find just as aggrevating is that if the recipient deletes a message you have sent them from their inbox it is automatically deleted from your sent items. This is very frustrating and isn't the way any messaging system I know works.