staion There's no functional difference nowadays. Private Messaging in forums, like threaded replies in email, has long past the point where it was reasonable to send one-way messages back and forth. A private message in most forums nowadays is functionally just a thread with a select number of recipients, located in a different place and styled differently. There might be a couple private-only features you'd want to implement, but at the end of the day they're the same thing.
