How can i fix this?

i have a sony ericsson W995 phone and it has been a dream up until recently when it has started to not let me see new messages.
It has a conversation folder which shows you all the messages you have shared between you and that number. The only problem is, now, when i get a message from that person, it tells me i have a new message, i open it, and the message isn't there, and it's not in the inbox either.
I have deleted a lot of message from certain people's files, but it still won't let me see them. Why is this, and what can i do?

Jessica xxx
June 2010