A lot of women have said that they get strange PM's from people harassing them for pics and whatnot.
There are 2 ways to avoid that.
1. Just totally disable private messaging completely.
2. Or there is a box you can select that says
"Receive Private Messages only from Buddies and Moderators". You can add people to you buddy list and only those people can PM you.
To add someone to your buddy list, click their username and in the profile you will see "add XXXX to your buddy list"
Once you add people to you buddy list they will be able to PM you but others will not.
To get to this option got to
USER CP then
EDIT OPTIONS (on the left)....once there you will scroll down to see this.