How to delete all data of a person form Xperia mini pro memory?

I have a Sony Ericsson Xperia Mini Pro Keyboard.
I deleted all SMSs of a person from the inbox; I also deleted that person form the address book (i.e. Name, phone no. and everything!). So I expected all data of that person is removed and nothing remains. But now when I add that person’s phone no. in the address book, it appears one SMS of that person in the address book (in page 3). It means that the mobile still keeps data from that person.
My second problem is that I can’t delete that SMS, because it can’t be deleted from address book (page 3), and the inbox also doesn’t show that SMS.
Please help me: How I can delete all things about that person from the memory?