Click the person, then look in the top right hand corner of their homepage for a marker that says "Send _____ a Message". This opens the new message page.
As a test and saying thanks, our friend In Search Of sent me an IM.
In Search Of, the forum is, in general, more helpful if we see that our (and other) responses are read and understood. Not a bad idea to post a response on the thread as well.
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