Top Tip # 14:
So you most probably are building up a number of messages within the "My Conservations" (a.k.a inbox) of the PM system. Though you would like to keep some for reference in the future, but may find it hard to find the one in question. Fear not, by creating a folder to store them in as follows:
When in the PM system you will see a "My Folders" section on the left. Click "Add" at the bottom, and you will be presented with an area to create a new folder name. Type the name of your choice, and click the little + symbol at the end. You will now see a newly created folder within "My Folders". Now click on "My Conversations" folder again, and click the little tick box at the right hand side of any PM's you want to keep. Once done, scroll to the bottom right. Click the dropdown menu that you see, and choose the newly created folder under the "Or Move To..." section. Finally click "Go" next to the dropdown box, and your selected PM's will be moved to this new folder.
Job Done.