What is this?
in the Main Menu, on the left side of the screen. It appears next to the line which says "Check PMs" whenever you have a new PM (Personal Message) waiting to be read.
If you send a PM to a member here, it will be kept in your Outbox, until the intended receiver opens your PM. Then, your PM will be kept in your Sentbox. Each mailbox has a status bar above the list of messages in that mailbox, so you will know when any one mailbox is getting too full.