You have to right-click (control-click if you have a one button mouse) on the user and then choose "Send Message".
Btw, you can right-click on pretty much any list element in amule to get a context menu -- just play around a bit...

EDIT:
I am starting to think that we have to do something about the right-clicking issue on the mac. This seems to come up all the time. Users expect to be able to do everything with just an ordinary click and amule violates this policy. The Apple Human Interface Guide Way (TM) is to make sure that every command that's in a context-menu can also be issued through the menu (or button or so), but given amule's design I don't think that's feasible for us.
Maybe we should include a pop-up notification or a permanent note in the preferences or something along those lines on the Mac...