I have always seen people chatting in whatsapp groups and posting more than one message at different times separated by a horizontal line. This usually occurs when no one posts a message in between. I am using HTC Wildfire s a510e
What you are asking about is not actually a feature. When you post two messages in a row, initially it is shown as two different messages especially if no one posts in between them. When the chats are refreshed, the two messages are grouped and shown in one bubble separated by a horizontal line to everyone else.