Re: got a problem
Not sure what website your on about, I think your on about facebook and if so the answer is, the privacy setting just stops people who are not in your friend list to view your profile, of course if your under the age of 18 I think it is people who are not your in your friends list can't view your profile any how.
(I did this with notes so not sure if it works for normal messages)
If you want to stop everyone but a select people from viewing a message or something, you select the option which states that no one can view the message, and place the friends that you wish to view it in the exception box.