If you have NAND unlocked, and I'm pretty sure you do, you should be able to find the messages app in /system/app (I think it should be there) and remove it. There is one problem with that and that is I'm not sure if it could cause system instability. There are some apps you should never remove. I think messages is safe, but not entirely sure.
Also, there are apps that let you password protect apps. I'll try to find one and post back, but they do exist on the market. This is what I recommend.
EDIT: I found two highly rated apps: App Protector and AndLock. AndLock has some neat features, but is paid. App Protector has a Lite and Pro version, so you can try it before you dedicate to buy it. Both seem to be really good, but I haven't tested them. Hope this helps.
Last edited by superlinkx; 19th August 2010 at 11:29 PM.