Tried to PM you but your folder is full.

You can create a new folder from the User CP tab on the right side of the home page. Then click on Edit folders field. There you can create 3 new folders to store your PM's in. Just keep in mind that saved PM's take up PM space. All PM's count towards your total no matter what folders you create.
Why not create a folder on your desktop, copy and paste the PM's there.
This way you never have to worry about a full PM box. Just an idea.