Private messages or PM's, are now called Private Conversations in our new forum software.
If you are not a Premium member, you will not have the private messaging function and will not see the options in the lists.
To send someone a new Private Message, you have two options.
Click on the username of the person you are trying to send the message to. You will then be presented with a popup overlay box. Within that box you will have a number of links. One of which is "Start a new conversation".
Option two is to click into your own inbox and then click the conversations link. You will then see a button "Start a new conversation". Type the username or more than one username you would like to contact in the participants box and away you go.