Some people seem to be using "Wall posts", thinking they are sending a private message to people. Here's the difference.
If you go to someone's profile by clicking on their names on the forums, and then type something into the text box you see there, and click on Add Comment, this adds a public comment to their profile that anyone can see. aka a "Wall post"
If you want to send a private message, go to their profile by clicking on their name in the forum, and then click on the Message button. This will take you to a the private messages page.