Look close at you "MY MESSAGES" page once you click on the my messages button in the tab bar between PROFILE and CALENDAR - You should see a current listing of 15 message to choose from, sorted from furthest back in this listing to newest. If you look at the BOTTOM of the list of messages to the left size in the same dark blue box as DELETE MESSAGE, you will see a ( Page 1,2,3,4, etc.,) option - this allows you to look at the PREVIOS SCREENS of past 15 messages.
You just click on each page to find the message you want from the changing lists OR there is a search feature in the upper left corner next to FIRST MESSAGE in LISTING (just below Inbox/Outbox options) you can search by membername, topic, keyword, etc.
To print is a little trick (after all they are messages, not emails. You can CHOOSE PRINT PREVIEW in your browsers print window and which page had the PMs you wish to print on, then in the print mode choose the right pages.
For examle: I have 5 pages of PMs, that generates 12 pages of printing if I choose to print all of it. Let's say there is one main PM I want, I can 1) highlight the text, send it to Word, or whatever document text program and paste it there - thus printing only THAT message ( or ) I look at my print preview, see which page the message falls on, and tell the printer to print (let's say) page 4,5 of the listing only.
By copying and pasting your PMs to a word dock (that whole right mouse key thingy is handy) you have reater control. It allows you to resize the fonts to better fill the page for easy viewing, etc.
So, the PM is mostly for viewing a scroll of Private Messages to you, where emails are easier to print individually without cutting and pasting. Hope that helps - but there surely are many ways to search and print you PMs.