Look at the top right of the screen. You will see your username if you are logged in, its right before "notifications". Click on your username. Then on that page, look for the black bar just under the main rollitup navigation banner, you will see a heading with a few different options (New Posts, Private Messages, FAQ, etc.). Click Private messages. On the new page look at the left hand column, under the "My Account" heading you will see another link to "General Settings". Click that, and change your private messaging to ON. Presto!