Is anyone else bothered by the name DM or "direct message"? For the rest of the internet the standard name has been PM for private message or personal message.
Really should let us roll to see if we have to get off your lawn.
When you say "I PM'd you", it's not clear, so, I think, Twitter, by choosing their own term, it uniquely specifies the communication channel, i.e. you can PM via different channels (like Facebook, etc.), but you can DM only via Twitter.