You have to be Logged In to send a PM. Just click on my user name in this response. It'll open up a little window showing a little info. You'll also see a little button for "Private Message". Click, type the message, then click "submit".
Also, when you're logged in, you'll see "Private Messages" on the second line of menu options under the very top board title. If you click there, you'll be able to access you inbox and sent box. If you have any messages in your inbox, it'll show those first.