A Twitter direct message (aka DM) only goes to one person. You cannot send a DM to more than one person at a time. To send a DM via SMS you must add a d before the user name and text 40404.
So it would look like this:
d soandso Just wanted to say hi. (Notice there is no @) The @ represents reply, so if you put that then everyone will see it.
Many apps like Twhirl and Tweetdeck make sending a DM very easy, but if you don’t know the user name off the top of your head, you’ll have to search for it. If you are using Twitter.com log in then you will see the Direct Messages link on the right. From there open the drop down and note that you can just type in a letter to get to that group alphabetically.
