When you go to your PM screen, you'll see the following:
You are here: Home --> Forum Home --> Private Mailbox --> Inbox (this is a dropdown)
To view your sent messages, go to your Sent Items Folder
To send mass messages, use the Compose Mass PM form.
Folder operations: Add a Folder
First, create a folder for organizing - click on "add a folder".
Once you do that, go back to your main PM box. There are links below every message - reply, delete... also a checkbox.
Check a box on any message (or group of messages) that you'd like to move to your folder.
Scroll to the bottom of the page. You'll see "Click to move selected messages to folder:" and a dropdown. Pick your folder from the dropdown. Click the process button.
They are now organized.
This is how you delete multiple message, btw - check lots, make sure the dropdown is set to "trash". then click the process button.
To view your folders, just choose it from the dropdown at the top of the PM page.