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If you run your XOOPS site as a help-desk, rather than a community, it would be a nice option (IMHO) to allow users to PM the site webmaster, but not other users. Webmaster would obviously need to be able to PM anyone.
Failing this, I think it would be useful to be able to disable PM completely, except for notifications. In fact, if anyone knows a hack that could do that, I would use it.