How do you leave a direct message on Twitter?

[Dudeeeeee]

I've gone into it and it says
Send : chattyman
miacluer
riverphoenix1 a direct message
I want to leave a direct message to some one else. Does any one know how to do this ?
Thanks in advance x
Where's the envelope ?

[cmickieuk]

Click into their profile and There is a button that looks like an envelope. and you can do it that way

[Haza welshie]

say the person you want to message is called username
you say '@username (insert meaasge here)
so @ the persons username then your message
xx