Oops, thanks for pointing that out PoloLady - I eventualy found the settings - I was looking for them in the Mailbox section. Anway, thinking about it, using such settings is probably a bad idea because it would block legitimate PMing. For example in response to a Forum post - i.e. whilst we dont' want to hear from single males regarding our ad, we are happy to receive PMs from anyone in response to a Forum post...
Another facility some sites uses is the "verified" account status - where to become verified at least one or two currently verified members must vouch for their authenticity. I imagine that system is also open to abuse too, but it may be worth considering. Once again, if I'm going over old ground again - sorry!