You cannot (see Sergey answer) and must NOT delete it.
_bstr_t
is a
C++
class that wraps a
BSTR
string (hence
Data
is an instance of a class, that is a
object, not a
pointer, you cannot delete it).
It automatically calls
SysFreeString
when appropriate (in your case, possibly, on
pMess
deletion).
See
"_bstr_t Class"[
^] at
MSDN
.