Until you get a better answer, I do know that you can report a PM, much like a post. Please do report it!!
There is a red triangle with an exclamation point in it. It is located to the right of the tan box that has "Private Message:" on the left side of that box which is above the message.
There is a place over on the left side of your profile with the heading "Settings & Options" that one of the options is "Edit Ignore List" (that is not a link), I was under the impression that was for posts made on QB, not private messages. I could be wrong about that.
Janey - Neat people never make the exciting discoveries I do.