First, a short rant: TER could have upgraded to modern, open source, consortium maintained forum software with full-featured Private Mail but they did not.      
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Still ranting: FIX THE PARAGRAPH BREAKS IN THE FORUMS SO I DON'T HAVE TO ENTER "CR . CR" to get a sensible paragraph break!    
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OK. Rant off.  
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You can just start a REPLY and do some fast, simple, editing (enter "asdf") and use the SAVE AS DRAFT button on the bottom right. I don't even think you need to edit at all, but you might as well enter a few characters to remind yourself what you want to say.  Then just remember to check your DRAFTS folder regularly.
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Start a REPLY but remove the recipient (cut and paste the name into the body so you remember who it's for) and SEND the PM to yourself.  Come back later and it will be your NEW MAIL.

Create a folder called "future replies", and just file the PM into that.

And their new Sort feature needs an improvement, too. On ANY page, you see at the bottom the number of pages of mail that are in that folder and the current page highlighted in *bold*, e.g.,  
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Previous 7 *8* 9 10 of 44 Next
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Did you ever try to go to page 23 of 44 pages? Do you start at 1 and go forward 21 pages or do you go to the last page (if you are on page 1, you can click on the last page: "*1* 2 3 4 of 44 Next") and work your way backwards?  You have to keep clicking just two pages at a time.  Using my example, from page 8 you go to page 10, then from 10 to 12, ...  
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TER: ADD A "Go directly to Page [ ]" BUTTON!
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And while you're at it, add a text search button for PM, too.