Many plugins are offered for various forum software's for administrators and moderators to be able to snoop on and read any members Private Messages, Direct Messages or Conversations on the forum. While this is legal if you add a disclaimer, I feel that morally it is wrong and wouldn't use this feature personally because after all they are private messages. If a user needs to report something they can use the incorporated report function and make that particular message visible to the staff who can then take the necessary actions.