Also, if you have a person selected and they log'off before you send.. the PM box sometimes just moves up/down to the next person so you end up sending to the wrong person.
I've had this happen a few times.. usually it defaults to system chat I think but sometimes fails. (I think it's a timing issue, you hit enter just as they log, type thing)
Enjoying a game isn't always taking the easy route, sometimes you have to take chances and trust in luck, sometimes that luck takes a big bite out of your backside.