Ever get a PM here that doesn't make any sense?   The problem is the PM is usually about something in a posting.  However there is no automatic indicator associated with a thread or topic.  It is up to the PM sender to lay out the originating context.  I just got a PM that could refer to about a dozen other posts.  
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So if you send a PM to someone about something posted on one of the forums, it would be easier (I think) for the receiver if you summarize what the heck you are talking about. -- end rant

When sending a PM to someone regarding a board post instead of going to into "messages" and clicking on "compose mail" which requires you to create a subject line you can simply click on the handle of the poster you want to PM, select "send mail" from the drop down menu and it should reference the post you have clicked on.

 
In the case of your OP, if a person wanted to PM you about this they would simply go to your OP, click on "soulsharbor" and a PM window will open up addressed to "soulsharbor" and the subject line will say "RE Private messages that don't make sense"

 
One thing to keep in mind however if your subject line has anything in quotation marks your message will be truncated and anything past the first quotation mark won't appear in the subject line of your PM. I had this happen to me myself last night. I was responding to a post with the subject line "His "qb rating...…." and all the subject line said was "RE His" which of course was rather confusing to the drunken mick I sent the message to. lol