Changing out the private message button.

I was changing out the navigation buttons the other day and managed to change all of them except the private message button. Any time I try to change that button it tells me I need to add a menu name. However, it won't let me change the menu field. What do I need to do to make the changes that I'm trying to make? Any help you provide is much appreciated.

Change them here:

Administration Panel>>Display>>COlors and Pictures>>Pics Management

They should be in the first tab.