The top box - The top box is where the history for the current message session is displayed. When you receive a message it will be displayed in this box.
The bottom box - This box is where you enter your message to send to the current user. The current user's name that you are sending to, is shown in the Title bar of the Message session window
History - Clicking this button will bring up the history for this user. For more about History see the History section in the help
Smiley - This button will show you a list of emotes that are available to you. To use an emote you can click on it, or use the text below it in your message. Once you have selected the emotes you want to use, click the emote button again, and you will be taken back to your history screen.
Send - Will send the message that you have entered in the bottom box, to the user that is in the Title bar.
Close - Will close the current message session with this user. (You can still send more messages and receive messages from them)