Chucky,
Been looking into this, can't seem to find anything that can allow a PM reply to post it to a specific topic? Once your in a PM window (and especially when your in a reply to a reply to a PM that may have been initiated via the PM icon from a topic), the topic ID is not available to be included in the reply so the forum code knows to post that as a reply to a thread.
I am going to try some additional testing to see what I can come up with, but with all my testing up till now, haven't been able to see how this can be done.