I have two tables Users and messages: 
How i can make select full the conversation between the two users?
for example if user #1 send message: “How Are you” to user #2 and then #2 answered “Fine and you?” how then select something like this?

Thanks and sorry my English is poor
(untested … 😉
Note, the ‘Users’ table is only needed if you would want to map specific data from the users. For example: showing the user names instead of their ID. You will archieve this with a simple JOIN.
@Edit: didn’t notice the ‘stored procedure’ in the question title at the first.