Send private message - Subject and message filled in
One way to do this is to use the Prepopulate module.  This solution is not specific to Privatemsg.  

As the module page notes:


  For example, the following URL,
  
  http://www.example.com/node/add/blog?edit[title]=this is the title
  will automatically fill the Title field on a new blog post with the
  words "this is the title". Any field can be prepopulated this way,
  including taxonomy and CCK fields. You can prepopulate more than one
  field at a time as well.