How does a twitter private reply work?

[William]

When you post a private reply to a Tweet I understand that only the person you replied to can see the Tweet. But what does that mean precisely? Does the Twitter page automatically screen the tweet out from the recipient's feed for everyone but the recipient? Or does the recipient receive the reply in some other form such as a message?

[janw]

A private reply (or direct message) never even goes into the recipient's feed. You view them by clicking "Direct Messages" on your Home Page sidebar.