At the upper right, on the first "white box with blue edge," You'll see "Welcome, shovelhead86." Two lines below that there it reads "Private Messages: Unread 1, Total 1." Click on the words "Private Messages" and it will take you to the PM window.
There are other ways to get to the PM window. This is just the method I use most often.
2008 Holiday Rambler Admiral 30PDD (Ford F53 chassis)
2009 Honda Fit Sport