This may be redundant but are you guys sure you're using the PM feature correctly? It always works for me.
If you click on a members name you get a drop down menu where you can choose "Send a PM"
If you click on the "Send a PM the following box appears.
Notice Mike's name is in the "ADD" box, it's not yet on the list of recipients. You need to click "ADD" to put his name on the list. The next box will look like this.
Notice Mike's name is smaller and not in a box. Only now is his name on the list and the message is ready to be written and sent.
BY clicking "ADD" you can put additional names on the list.
Rob
