Not the admin but I had a very similar problem when I first joined...I think it is because of your post count...Get it up to 10 and I think this fixes the problem? or maybe 15 ...cant remember...maybe make 1 more post and try again?
That sounds strange, because then it should have been mentioned that it's not possible to send private messages.
I recetly joined, and nothing happens when I tried to reply to a private message. An empty page loads in Firefix, and an error (no connection) is shown in Explorer. I can post in forums though, but apparently not send private messages.