Here on DISboards, PM are called "conversations". When you join DISboards, you do not have the option to start/participate in conversations until you've been a member for 24 hours AND have at least 10 posts.
Once you've reached that milestone, it can take the system a little while to recognize it before it opens the option to you. Generally 30-60 minutes.
Then, to start a conversation, you can click on a person's avatar, then click on the "Start a conversation" link. Any messages you send that way only go to the person who you are conversing with.
If you want to hold a conversation with several people, you hover over the "Inbox" link in the upper right and click on "Start a New Conversation" There you'll have to indicate (using usernames) the people you want to include in the conversation.