It's simple all you have to do is:
1. Go to your profile.
2. It should say Edit buddy on the top left of your profile.
3. Go to "edit buddies"
4. There should be a search tab that will let you search for your buddy.
5. type your buddy's name.
6. It should come out on your list.
If you want to find out if the player exist, press on the ! mark on the search tab.
For more information or not enough info, pls comment. I'm am now currently on Level 46 and know almost everything about DF.
If you want to add me as buddy: type "haoliu" in search tab and send me a message saying you add me.
How to Sending message:
It's easy just go on to your buddy's profile and it should say "send personal message" at the bottom of the profile. Just look carefully and you can find it.
Here is my current profile image below. Date 26/May/2012 Profile.