There are two ways in which you can send a Private Message to another user.
*Through the User Profile page
*Composing a message through inbox
User Profile page
You can view the user profile page by clicking on the username through the forum or through the User List. Once in the User Profile click on messages:
You will then see two options:
*Send Private Message
*Send Email
Click on Send Private Message
You will then see the message editor were you can create your message. Once finished click send:
Composing a message through inbox
You can access your inbox from the Email Notifier:
You will then see your inbox. Click on Compose.
You can then compose your message and select a recipient through the Show Users link on the right hand side: