Easy. Go to "Profile" at the top of the page; click on "Modify Profile" in the block on the left side of the page; click on "Personal Message Options". At this point, you will se an "Ignore List" in the center of the page. Just type in a members name, say "Bama Red" or "The Anvil" for instance, click "Change Profile" at the bottom of the page, and, Voila - the job is done!
IMHO, this lil' tidbit of information deserves it's own thread (Sticky'ed even, maybe...)