When you first enter the main Private Messaging page, it will display all private messages that have been sent to you. At the top of the page will be four icons that you can click to view other message boxes. Next to each icon will be the description of that mailbox as well as a count of the number of messages in that box. The message boxes are:
INBOX - This box contains all the messages that have been sent to you.
SENTBOX - This box will contain all the messages that you have sent that have been read by the recipient. Deleting a message from the SENTBOX will not remove it from the recipient's INBOX.
OUTBOX - This box contains messages that you have sent but that have not been read by the recipient. Deleting a message from the OUTBOX will delete the message from the recipient's INBOX. If you receive a message that you have been sent a PM but when you visit the site the message is not in your INBOX, it is because the sender deleted the message.
SAVEBOX - This box contains messages you have saved. Only messages that you moved to this box will be here.
You can read any pm by clicking on the subject of the message. The flag to the left will identify messages that you have read.
To send a message, you can either create a new message or reply to an existing message. To send a new message, select the "New Post" button found at the top of every mailbox screen. To reply to a message, select either the "post reply" button
or the "quote" button" 
while viewing the message.
When you send a new message you will need to supply the recipient's user id. You can do this by typing the name in to the username text box. As you type, a list of users starting with the characters you have entered will be displayed. You can continue to type or you can select one of the displayed user names. If you aren't sure of the user name, you can use the search feature. You can also choose the recipient by viewing their profile and clicking on their PM button.
Once you have selected the username, you must then fill in the subject and then the message itself. If you are replying to a message, the recipient and the subject will have been pre-filled for you. The message itself can contain all the same BBCodes that you can use when posting to the forum. When you are finished with your message, you can select either the "Preview" button to view your message or the "Submit" button to send your message.
If the recipient has their profile set to receive an email when a message is sent to them, an email will be generated when you submit your message alerting them that a message is in their mailbox.