Here are the steps!
If you want to redirect them into a new folder:
- Go to User Control Panel, then hit Private Messages
- Click Rules, folders, and settings
- Next to "add folder" write the name of your folder that you want to redirect into and click "add"
- Now, you are going to add a new rule. Here is the one that will redirect to your new folder: If Message is like Thanks for the post Place into folder: (nameoffolder)
If you want to mark them as read:
- Go to User Control Panel, then hit Private Messages
- Click Rules, folders, and settings
- Now, you are going to add a new rule. Here is the one that will mark as read: If Message is like Thanks for the post | Mark as read
If you want to delete them automatically:
- Go to User Control Panel, then hit Private Messages
- Click Rules, folders, and settings
- Now, you are going to add a new rule. Here is the one that will mark as read: If Message is like Thanks for the post | Delete message
If this works let me know
experimentation is the key process here 
online, free, I taught my students using this book. feel free to use 
lost a lot of tears reading these two but soooo meaningful, my top two
there is also a movie on it! Watch it! 2h 5min 
