Responding to private messages

OK.  I'm probably being a bit dense here.  It just seems very hitty-missy when I respond, or try to repond to private messages here.  Is there supposed to be a reply button?  I can't see one.  And if I hit the option to send a message, it does open up a box at the top, but then when I send anything it seems to disappear into nowhere.  Must be doing something wrong here.  Anyone who's sent me a message, please bear with me while I suss it out.