The rules are a bit ambiguous. They say no messages in a foreign language, but then the references to deletion, banning and such are all about posting. I'm not a mod, obviously, but I would assume that pm's are fine. I hope so, since I've sent pm's in four different languages. Visitor messages are less clear, but I don't really see a problem there, unless the meaning is offensive. Signatures are part of posts, so that's different.
In any case, I certainly hope they don't start banning people whose usernames are in a foreign language.