To access your Conversations, log in to the forums and then click your name, top right of the page. This will drop down your user menu where you can click the Conversations link.
Or you can bookmark http://www.motorhomefun.co.uk/forum/conversations/
To send a new Conversation, from your Conversations page, click the New Conversation button towards the top-right of the page. A red flag will show up when you have unread messages
All you need do is click the 'Leave Conversation' option and you will then not be part of that conversation and it will be removed from your conversation list.