Ah, there's the rub . . your messages don't have the "private message" icon showing up, just the other five (profile, homepage, email, edit/delete post, and reply with quote)
I actually got sent an email by the system about the private message, and in addition to giving the text of it, also links to the private message. When I tried to reply I got:
This member is not accepting private messages.
» Please use your browser's back button to return.
Likewise, trying to click on your email link from your posts says:
Sorry, either the user or the board administrator is blocking access to this email address.
» Please use your browser's back button to return.
*shrug* I guess it's gotta be in the preferences for this board somewhere.