There is an option/plugin for vB that includes the url of the thread and/or even copies the post the pm was sent from. I think it's very useful for marketplace and could save lots of time and prevent some missunderstandings. The way it works on some other forums (dnf for example) is you click the pm button from the username's menu and the pm is already preset with the url to the post and the pm's title is the thread's title. Not sure how it's called but I think Shawn knows what I mean
Yes its a wonderful and a super nice plugin. This has been suggested earlier and is under consideration (I think): http://forums.digitalpoint.com/showthread.php?p=12167091