AMigos I'm a pretty serious web server and database architect and I've done both internet sites and intranet sites that routinely get 500 simultaneous users and go through over 500 MB of database data, and some do over 10,000 transactions (far more complex than posting a message), all on a $3,000, 2 GB-memory Dell PC.
I find it a little hard to believe that a site with only 3,000 members and rarely more than 100 simultaneous users could not handle a message-swapping service.
You just need to maintain ONE TABLE: A "private_messages" table with "source," date (automatic), and destination, and the ability to delete the messages. A link to "view messages" just dumps everything for that user to the screen. I've done this a dozen times and it ain't speculation.
There is NO WAY that this would require more than 1 GB of memory total and that much memory is nothing these days. However, what I don't know is the economics of this site.