Direct Messages are private tweets that are only visibleto the sender and the recipient . When you send a Twitter DM to another user, the tweet shows up in his Twitter Inbox while a copy of that message gets saved into your Sent Items just like regular email.Twitter lets you send direct messages to any other Twitter user provided he or she is following you. The other big limitation is that you can only send one DM at a time.
There are many tools to check spam , backup twitter but Up-till now neither Twitter’s web interface nor any of their their desktop or mobile clients support multiple DMs but you can use this online app - TweetGuru to message multiple Twitter users with one go.
Just authenticate the app with your Twitter account and type the usernames of Twitterers you want to message and hit Send Multiple Message .
Link : http://tweetguru.net/
Note : Maximum number of people you can DM is 12 at a time.