I think the PM thingey is just a temporary glitch. Your PM has been sent. I noticed this yesterday too, however, Jacqui and I had been PM'ing back and forth, so I know she was receiving the PM's.
Go to your user CP page. Over on the left side you'll see a little flag that says "tracking". If you click on that it shows all the PM's you've sent and whether they've been read or not.
Helpful hint - if they've been read, you can hightlight them and stop tracking to clear up some of your PM space on the computer.
In my sent box for pm's, they ALL say N/A Not Sent. However, they all have been sent and answered. I am not sure why this is happening, not sure if yours are really going through or not. But I did send Neal, and Jshaw9 who was also having problems. They both received my pm and I received theirs.