My guess is you can't do this once the PM is started. If two or more people are posting, many messages may be confidential and adding another user may not be such a good idea.

As an admin, is it possible if they request it?

yes, but it would be a DB command in the control panel, involving knowing the PM topic number and the user id to add

but still would be an sql command.. or two.. another to force a PM flasher

I usually do the sql command followed by a message "Hey, I added X" to handle the flasher

Thanks guys. Sounds a little too technical for me just to add one person to the PM.