This is how I send automatic PMs when users first register.
PHP:
$pm = new PrivateMessage(); // Send them a message
$pm->setsender('SYSTEM');
$pm->setrecipient(htmlentities(addslashes(trim($mysidia->input->post("username")))));
$pm->setmessage("Title", "Your Message");
$pm->post();
You'll most likely have to replace $mysidia->input->post("username") with $mysidia->user->username depending on how you plan to use it.