1. Press his/her (blue) Alias - Profile appears bottom right on screen
2. Press Chat To - left of the alias in the profile - this high-lights the chat out in yellow, top right, and sets the chat to go to the selected player.
3. Type your chat - press Enter (or the blue arrow )
To turn OFF the 1-to-1 chat:
Press Options --> Select Chat to Table or Chat to Lurkers.