it's easy. I do it all the time. You open the text conversation with someone important who you are talking to, scroll to the message you want to keep, press and hold it for a couple of seconds until a list of options appears: delete message, forward message, copy text message, protect message and view text. Now you see Protect Message --> choose it and tadahhh you're done. You'll see a lock icon in that text you chose. Good luck!
