Answer:
you can either go to ur friends list on ur home page go to the person u wanna chat with and click invite... or u can click their name and press chat..
another way is if u are in a chat room and u wanna pm some one then go to the bar that says who is in the room click on the name u wanna talk to and press chat.
or u can click on the icon that says who is online and who u have been talking to.. its at the bottom of the page.. click the icon with the little talk bubble and the plus sign next to it to chat. or u can click on the name once again and press chat