Its fine to reply Mammyshaz if you are reading the PM while in the forum - this was just a problem with people getting email alert in their email inbox about them having a PM in the forum - because the email had the text of the PM in it, people would use (despite the warnings) their email reply function to try to respond to the PM, which of course wouldnt work as they werent actually accessing the PM, just a copy of the text from it.
It will be less confusing now that the emails wont have the text of the PM, so no danger of people trying to reply from their email rather than via PM on the forum, as they wont be able to read the PM other than in the forum.