If you click on a user's name located to the right of their profile picture in any post they make, you'll see a popup window with a link called "Start a Private Thread".
I tried clicking on your user's name, Baron. I did receive a popup window, but only see a highlighted in blue, clickable "Profile Page" and "Follow." I do not see a link entitled "Start a Private Thread." Is it because I just joined Elitetrader.com and only have one post? Please advise. Thanks, traderFTW