If you hover your cursor over the name of the person you want to send a message to (and hold it there)...a box will appear off to the right with a little mini profile of that person. It will give you the option to leave a note, send a message, request them as your friend, those kinds of things. Try it with my username.
All you have to do is move the cursor over to "send message" and click on it. That will bring up the PM screen. To access all of your PMs (received and sent), look on the top right of any page, you will see "inbox".
Hope that helps. If you need anything else, just ask!
position the mouse over the persons name (in blue)… a little window pops up.. on the left side click 'send message'