Turn off the Group Text feature in the Messaging app.
- On the Start screen, tap Messaging > ... > Settings.
- Slide Group Text to off.
The Group Text feature attempts to keep the messages in one chat thread by using MMS, when this feature is off, your messages to a multiple people are included in a separate threads.
Failure of this feature to work though means your MMS settings are not correct. Contact your network operator up for the correct access point settings for your phone and confirm that you have an active mobile data subscription (access to internet) on your SIM card.