Hey hudman,
Go to My Rollitup (at the top of your screen) and then on the left side you'll see 'My Account' and underneath that should be a link for 'General Settings'. Go to General Settings and you'll be able to change your PM settings. There should be one that says 'Private Messaging', make sure that's checked on and then Save your changes at the bottom of the screen with the 'Save Changes' button.
Let me know how it goes!