If you receive a visitor message, you will get a notification on the top right of the forum page.
In order to reply, don't post a visitor message on your own profile, but click the link "View Conversion" on the bottom left corner of that visitor message.
Then you will be taken automatically to the profile of that poster, and can reply
You can also disable visitor messages, or limit who can post.
Go to User CP -> Settings & Options
Look at the section "Visitor Messaging", and select the options according to your needs