how to customize autocomplete TO field in privatemsg module - drupal 6
Open privatemsg.module 

in hook_menu search for $items['messages/user-name-autocomplete']
this particular menu item  defines that auto complete path. 

Search for privatemsg_user_name_autocomplete function where the output defines. 

Edit this function. Thats all. 
Also Create a patch if youre familiar with patching, so that others c