How can one have private conversations with people on facebook?

[lala]

Facebook Chat, on the bottom right hand corner.
Click on the Chat(#) button, to see who's online.
You can talk to any of these people by clicking their name, it will open a new chat box.

Or Facebook Messages.
Go to someone's page and say 'Send this person a message'.
Or just go to Inbox, then +Compose and type in your friends name and the message.
When someone sends YOU a message, it will say (1) up at the top next to Inbox.

These options are both private, which means no one on facebook, including your friends can see it (except for the person you are having the conversation with)
Wall posts and comments are possibly viewable by all friends of yours and their, so don't count on these to be private.