Or you can do what @hvyhaul said and save 4 steps. Click on user's name, start conversation.I'll try to be a little more specific @cmac. LOL!!!
1. click on the mail envelope at the top right beside your handle name
2. click on start a new conversation
3. type in recipient's name or names
4. type in a conversation title
5. type in your message
6. click on start conversation
Okay so you actually can save 1 step (aprox. 1/3 of a second) not 4. LOL!!!