Hoary,
Here is some help for replying to a message.
If you look at the bottom right hand corner of the post that you are replying to, you will see three 'buttons'
'edit' 'reply' 'peek'
If you hit the 'reply' button then you will be taken to a screen where you can directly reply to that message. This is a lot easier than typing out the message number.
Also, if the member has an email account registered, they will receive an email informing them that you have replied to one of their messages and they can then get back to you.
Hope this helps.
AdminBrian