How do you leave someone a message on Twitter?

[4inthemorning22]

This is driving me insane! I wanna leave my friend a message...so I go to his profile, and do the arrow thing, and leave a mesage...but the message is written on my wall! I want to be written on his wall! How do I do that?

Thank you

p.s. I posted it on here because a lot of ppl come here than the 'internet' section

[Courttâ„¢]

I thought it would only go to your profile if he replied to it. I think you just do @histwittername then when he gets it he can reply if he wants.