'Whispering' in a chat room

To 'whisper' to a user in a chat room, right click on their nickname in the participant list or in the text chat display area and select 'send whisper' from the menu that pops up

a small 'whisper' dialog window opens

enter your message into the 'message' text entry box

press the 'send' button to send the 'whisper' message

The selected user will see a 'whisper' message sent from you within the chat room.  Other users will not see the message.