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You should be able to by just editing your first post. Once you click on the edit button, you should see where you can also delete it. If the first post goes away, everything linked to it does also.
If you can't do it, let me know which one it is and I will try.
Once someone posts a reply in the thread, the ability to delete it goes away, I think. We should test that...and then have the posters delete their posts and see if the ability comes back.