I noticed you have Verified status. Be aware that turning off Private Messaging is going to be in conflict with trying to do certain things on ECF like participate in the Classifieds.
If the issue is more of a personal nature you can block specific individuals from sending you PM's instead. Visit the persons Profile page and on the left column you will see their stats. Select the Add to Ignore List option in that column. You can remove the person from your ignore list any time you choose later on.