Many forums have a small chat box or "shoutbox) on the main page of their forums. I think it’s very useful, especially when you have to discuss something with another member you don’t know, and can’t talk to him/her on IM.
That’s what PMing is for.
Yes, private messages do that job here.
Uhmm, what about a chatroom?
A shoutbox is totally different
it’s like a chatroom embedded on the main page. alll the members can participate