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You can conveniently see all of your unread messages all at the same time to make it more convenient to respond to them. All you have to do is hold a messaging app icon on your Home screen until it jiggles, then drag it on top of another messaging icon until it creates a new folder. After you have created the new folder, drag all of your messaging apps into that and click the Home button to finish. That way, when you want to check all your unread messages, you only have to open one folder and they will all be displayed in the same place.