To send a Private Message from the "Private Messages" area of the site (click the "Private Messages" button on the main menu bar near the top of each page) simply look to the left-hand sidebar menu and click on the option to "Send New Message" and you will be presented with the standard Advanced Editor interface where you may compose your message, then click "Submit Message", from the button below, to send your completed message.
If you have any further questions, please feel free to ask.