Brand new users don't have PM privileges. They'll have to be actively participating on the forums a bit to earn them or respond to the welcome PM they received when they joined.
Ok, changed it so brand new users can PM. Hopefully no spam.
That should alleviate the confusion, will be on the lookout for spambots.
Also, I'll be busy at GDC this week, so don't sweat it if you don't get a reply quickly -- will catch up when I get back