Ok, I have had a good think about this and decided a basic plan of action.
First, create a function to send PM's within a forum. This will make things much easyer later on.
Second, create a database of registered sites that is forum-dependant.
Third, add in a check when submiting a PM to see if it needs to be sent to a diffrent site.
Fourth, add a page/function that "catches" the PM's from diffrent forums and puts them into the local PM database.
Hmm...That is all I can think of for now, if anyone has any ideas or info please let me know -_^