I helped you with this - as it was a bit more complicated than that as the user had already been deleted.
Since all the PMs were already changed to user #1 - had to do a query like this:
DELETE FROM w3t_Messages
WHERE M_Subject LIKE 'the subject here'
Had the user not been deleted, then we could have done
DELETE FROM w3t_Messages
WHERE M_Sender = $user (replace user's user number)
However, all the people that had PMs will still flash that they have a pm, but when they view the list of private messages, the counter will get reset and the flashing will stop. So it may confuse the users a bit looking for a PM that they don't have. But in your case of 6000+ spam PMs... there was really no other easy way.
