I'm going to bump this one up as I've noticed a few (possibly) "private" messages appear in the public forum.
If you want to send a "PM", click on the user's name/avatar to open their profile pop-up, and click "START A CONVERSATION". Alternately, click that little envelope at the top right of your screen. You'll have to know the member's name if you go that route. Conversation = PM here on PBRev.
A lot of "messages" are appearing on the main page in the right hand column here:
...which is caused by clicking the "Profile Page" link in the above Warlock example and typing in the dialogue box found there. These messages seem to be public domain.
Keep private messages private: use the "START A CONVERSATION" link.