Hi funnyguys,
Since I am not very familiar with the myphoneexplorer application, I would suggest contacting the application support to assist you further on this case. You can contact them here.
Hope this information is useful. 
tiny_chef
If you are referring to the messages that are still on the phone, you can - indirectly. This is by changing the date and time settings on the phone.
Example:
Date and time settings on the phone: January 1 2013 3PM
Real date and time: December 25 2012 7AM
If you will receive a message, normally, it will follow the settings that are on the phone. Thus, under messaging, message will be on top of the list since the received date is January 1.
You can also edit them if you already have exported the messages to a .csv file.
But if you are referring to messages on the phone and editing them after receiving the message, not possible.
To save your messages into a .csv file format, please see this path:
Go to messages icon> File>Export>Select Save As location>
For Save as type: please select Comma Separated Values (*.csv)
Once the file has been saved, you can try to open it via MS Excel or other applications. Then you can edit it from there on.
