Is this because I've not activated something or something to do with my PC? Thanks

Check User CP, go to edit options: Messaging & Notifications:
Should have: Private Messaging, make sure there's a tick beside Enable Private Messaging

Hope that helps
HH.

No mate, could only find Email, Thread Subscription and Visitor Messaging.

I've validated my email, I dont see what the problem is.

Cheers

I will Pm one of the Mods for you.

Thanks mate!