It means that either the pm could not reach the person to whom you sent it to or that the person was found and did not get it or even that sometimes, he does get the pm, but that the confirmation does not come back to your winmx hence winmx thinks that the pm was not sent.
I have observed that in many cases, when you get this error, the person has actually got the message.
Just try sending again mabye twice or thrice and if the message still pops up, forget it.
If you are on secondary, try refreshing your connection. That helps sometimes as well.
Cheers
