We need to stop crappin' all over WOPL Sniffer's thread. That is called 'Hijacking the OP's Thread' for all you legal types.
Here is how PM works. Hover with your mouse over the Member's name over in the left hand column, that is the column over on the left. Then, when the "pop up" happens with all the Member's details of information, notice where it says, "Send a PM" at the bottom. Really quick - hover over those exact words and the little box will turn blue. That is the sign that you have hovered correctly. Now, while the box is STILL blue, click on that box. There you have it. Simple as pie.
How did I do Sniff? This should get a HUH.