How does one lock sms threads?

[Capt.Willard]

Hi All!
I usually key this up by accident but now that I want to secure/lock an sms text thread I cannot find the instructions to do so in the manual and can't figure it out by fooling with the phone. The wife sent me an sms thread I would like to keep for awhile and can't seem to figure out how.
Can anyone out there help me out?
Thank You!

 

[cheapfx]

I'm not sure on how to lock an entire thread. I do know to lock a single message just long press in the text field and an option will come up to "lockmessage"

 

[Capt.Willard]

Thank You for your help!
Anyone else?