Sending Private Messages

I have been trying to send private messages to someone but when I do I get the message back into my in box.  Can anyone tell me why this is happening?

I can see nothing in your profile that should indicate why this is happening, and it's the first I've heard of it - copies of the PM should go to your sent folder, not your inbox folder.

Two possible ideas as to why:
- Is your PM-space close to full? Remember to empty the trash as well, since that space is counted towards your quota.
- Is the inbox of the person you're PMing full? Same applies there.