This is as simple as clicking a button. Hover your mouse over a tweet, and you will see some icons show up.

Clicking the envelope icon will enable you to send a direct message. The letter d will show up in front of a @username in the text field. Clicking the single comment balloon icon will enable you to send a reply. A @username will show up in the text field. Clicking the overlapping comment balloon icon will enable you to send a retweet. "RT @username" will show up in the text field.

In all cases, you will then see either a direct message, reply, or retweet message in your status update text field. Click Send Now to send out your status update.