PM is short for Private Message. You see under all the buttons like Shop, Market, etc. It says Welcome, Shicklgruber. Under your name it should say Your Notifications. Click on that and it should drop down a box, or bring you straight into your messages. If it drops down a box, it should say Unread Private Messages. On the left side of the browser should be a long box going up and down and there should be a section called "Private Messaging". There you can send messages etc. Another way to view and send Private Messages is by clicking on the words User CP, which stands for User Control Panel.