At the top of the page you will see your username and then next to it a link to "Inbox". Click on the inbox and then in there you can send a new PM message. One alternative is to go to the Admin or Mod's page and click the "Send Message" link.
As for you privacy question, I just want to understand, are you worried that anyone can pull up a list of your posts? That is something that has been in the feature list for a very long time. It kind of goes a long with "if you don't want it seen, don't post it.". The posts here are for everyone to learn from, not for only one person to see.
If I didn't answer your question, please let me know.
Regards,
Jeff