The module is listed as inactive over there because it is; DNN corp acquired Active Modules and are planning to merge the features of AF with the features of the current forum and make a stronger, more powerful module out of it. Please, I hope that a DNN corp mod or team member corrects me if I have misinterpreted this as a fact. That's how I understand it. If you want to upgrade your forum, then use the beta over on activeforums.codeplex.com. They say "not for production", but I tend to like using betas in production environments; gives people a chance to test new features as they come. But a caveat is that if you currently use Active Social, that's definitely inactive. I wish I could answer your question though about private messaging; I missed my DNN opportunity till now.

You might find this Blog post of use http://www.dotnetnuke.com/Resources/Blogs/EntryId/3350/Introducing-Active-Forums-5-0-Beta.aspx