I know a few people have been asking for this so I put something together pretty quick. You can access your private messages under the home menu or http://wlodb.com/pms. I also added a couple other options under the home menu.

There is a little mail icon http://wlodb.com/images/mail.png that will popup when you get new messages. If you mouseover the icon it will tell you how many new messages you have.

At the moment there is no way to delete the items in your outbox since at the moment this would also remove the item from the recipient's inbox. I still have to think a bit to see how I want to handle deleting messages.

The layout is pretty basic for now. Let me know if you have any ideas.