There have been more than a few misunderstandings with how our private messaging works here. TODAY - When you recieve a private message the forum will email you a notification. This is not a direct email from another user and if you reply to that email it will be rejected and all communication lost. You have to log into the board and read your personal messages and respond from here.
There is a feature I could potentially add on which would change how this works. It would be a form which would permit users to send an email from the forum and have their registered email address as the return address. This would prevent communications from being lost.
Anyway... If enough people want it I might try to shoe horn it in when I have some spare time.