If you receive unpleasant pm from a forum user, create a thread and attach the proof and post it to the forum, reputable members of the forum will look into it, if the pm deserves a neutral tag or negative tag, it's the forum people will decide...
You dont be ignoring a scam pm from a forum user, you need to publish the user so that other people will not be victim for he or her random pm...once is been tagged, the rate of his pm will subside...
If you want to make noise, create a thread like your approach.
If you only want to contribute silently and in a good way, you can use another approach, Just Reporting These PMs and these users. Forum moderators will handle your reports quickly enough and if you don't agree and satisfy with reporting results, it will be time for creating a thread in Meta board for discussion on it.
There is a rule on sending unsolicited PMs and phishing or malware. Accounts will be banned by moderators when they handle your reports.
6. No linking to phishing or malware, without a warning and a valid reason. [e]
29. Sending unsolicited PMs, including but not limited to advertising and flood, is not allowed.