You should be able to open a PM from the person you wish to ignore and click on the 'ignore user' button at the bottom left of the screen.

If successful, it will take you to your Ignore List, showing the just-added entry along with any others you have previously added:

http://www.theeroticreview.com/mail/Ignorelist.asp

If you are still having troubles, try using Microsoft Explorer if you are currently using Mozilla or Netscape.