Well it seems like there are two things to add. I found these in post.php
<?php
}
else if (isset($_POST['preview']))
{
require_once PUN_ROOT.'include/parser.php';
$preview_message = parse_message($message, $hide_smilies);
?>
<div id="postpreview" class="blockpost">
<h2><span><?php echo $lang_post['Post preview'] ?></span></h2>
<div class="box">
<div class="inbox">
<div class="postright">
<div class="postmsg">
<?php echo $preview_message."\n" ?>
</div>
</div>
</div>
</div>
</div>
and this goes next to where the Submit button is
<input type="submit" name="preview" value="<?php echo $lang_pms['Preview'] ?>" tabindex="<?php echo $cur_index++ ?>" accesskey="p" />
I tried stuffing it where I THINK it should go in message_send.php but I can't get it to work.