How do I write to someone on Twitter?

[Bad girl gone good :)]

Do they have to add me first? Because I follow them and i click reply to the last tweet they wrote. Am i right?
Then I write the message and it starts with @(their name). An i send it but they don't reply to me and they reply to others who wrote after me? Do I have to ask them to ad me first or what am I doing wrong?

Thanks or your help =]
wheni click on the wheel message there is nohing saying direct message (?)
how do Iwrite a direct message? The firt answer doesnt work fr me...and i signed in.
i get it they have to add me aswell to write to them...how do i write to them to tell themto add me? LOL

[Roie]

@ is a mention not a direct message click on user you want to send a message to and then the wheel button and choose direct message[user name]

[Jason M]

You can use the direct message feature to send them a personal message.