Hi affected,
If you have checked out everything in your 'User CP', and still cannot find a way to 'acquire' PM privileges, I suggest you write a visitor message (on his page) to 'David' (I think he is our only David). He is our moderator, 'person in charge', and the one to ask.
If you have read the 'rules' about posting, etc., assure him you will not abuse them, etc., he will probably grant PMing privileges. You will know it has been done when you hit 'send message' (under your user name) and that option is there. Should then be able to send and receive private messages to anyone who also has that option (and doesn't ave a block on theirs, etc.).
I hope that works, give him some time to get it done (you may not get a notice, as such), I think he's a busy man.
Later,
Steve