I just greatly expanded the private message search feature and put the search box right above the list of private messages. This should make it much easier to realize that you can actually search the private messages.
Check it out, lmk what you think:
http://www.bananas.org/private.php
Previously, the search box was only on this tricky to find page:
http://www.bananas.org/private.php?pmsearch=1