Make sure you're logged into the forums. If you are, go on to My Profile. If not, read on.
click "Log in".
Fill in your information, and login.
Fill in your username and password, and click "Log in".
Click My Profile
Click on "My Profile", located on the horizontal bar at the top.
Click My Private Messages
Now, click on "My Private Messages", located in My Control Panel.
The Private Messaging Homepage
This is the Private Messages homepage. By clicking Send Private Message (1), a new private message will open. Please see the next step. (2) is where all of the private messages that you received could be found. (3) is where you will find all of your folders.
This is a new private message. You can see the fields for To, Subject and Body marked in red. When you fill all three in, click "Send Private Message"