In this tutorial provides information about the procedure required for forwarding a single message in conversation on iPhone 4S. Earlier version iOS was having a feature that could turn off the displaying of messages in conversation which is missing now.
Step 1: Press the menu button and tap the Messages icon on the Home Screen.
Step 2: Then select the message that you want to forward and tap the Edit button available at the top right hand corner.
Step 3: A radio option would appear before each message in the conversation for selecting the message.
Step 4: Select the radio option for the message that needs to be forwarded and tap the Forward the button available at the bottom of the screen.
Step 5: This should open the message in the Forward message window as shown below.
By this way iPhone 4S users can forward a single message from the message conversation.