Blocking a member is a very effective way to deal with receiving unwanted PM's. This option is available to all members by hovering over the avatar of the member you want to block. Once you have blocked them, the option to "block member" will change to "unblock member." Keep in mind there may be some delay in the block taking effect. Once you have blocked them, you will also be unable to see their posts.
If you do not wish to block them, you can also simply delete their PM without reading it. Unless you receive a PM from a staff member, we do not expect you to open any PM, much less respond, if you do not want to. Ignoring someone is usually a pretty good way to get them to leave you alone.
Since you are always free to block or delete unwanted PM's, and because they are private, we do not ordinarily interfere with the content of PM's. An exception would be a spammer who is spamming via PM.