When you post a message, if you want it to be private between you and one other user you can "Whisper" it to them. When you create a new topic you just type their user name in the Whisper field and your comments will be private to them.
Remember that Whisper comments are really private so if you call me an Jack-Hole I will never know it (and I like it that way). On the other hand if you talk trash about Eric in a Whisper he will never know it so we all miss out on the funny. (Love you Eric )