When you post new private message you are redirected to your inbox. I think you need to be redirected to your message, to see how it look, have it mistakes, and is it sent.
Or just have 2 links like when you post new topic or post, Example:
Go to message
Go to private message index.
Or just have 2 links like when you post new topic or post, Example:
Go to message
Go to private message index.