To start a discussion click on the "Start a Discussion" button. Remember, it changes color.
When the discussion box pops up on the bottom, you can choose a tag if one isn't already there and then click the Recipients button.
Then when the Recipient dialog box opens up. Type in the username of the person or persons you want to private message with and click ok.
You will then return to the Discussion screen. Type your message and click on the "Post Discussion" button.
You can add others later on or remove other later on. Just go in and edit your private discussion.