Seems like there are 2 ways to send PM's here in this forum. It's not obvious how to use either one of them.
One sends a message to the members external e-mail address. That's the do not reply to type with the full message in it. I thought that type had instructions on how to reply.
The other method goes to the forums private inbox. You reply to that just like the regular forum threads and the forum keeps both sides of the conversation in threaded format. The inbox method seems best because you can tell it is actually sent and I think it shows if it has been opened by the person you address it to. You get to either format with the same method. Click on the members name at the top of a post or click on the contact button below a post. You should be presented with several choice.
Send <membername> a private message
or
Send <membername> an e-mail
The private message is the one that goes to their inbox inside the forum. I think it also sends an external e-mail to your e-mail account as a notification.
The e-mail sends an e-mail to to you.
If yo get the e-mail type and want to reply with the inbox type just login to the forum, search for the member in the members tab and click on the contact button when the search pulls up the user.