On dating websites, as in life, it's usually the man who makes the first move. This means you have to actively search for women who catch your interest, then send messages to them—often sending dozens of messages before getting any significant response.
In comparison, we women have it easy. We don't have to look any further than our inbox. Men are dropping themselves right into our lap. But because we get numerous messages per day, we need to be selective. A man's profile is only half the battle. If your message doesn't stand out from the other five, ten or twenty-five we've received that day, we'll delete it without bothering to respond.
The absolute worst message to receive says something along the lines of, "Hey girl, what's up?" These messages show that a) you couldn't be bothered to read my profile, which implies that b) you don't really want to get to know me and are only judging me on my photo, and therefore c) you are only interested in one thing. It also suggests that you have no imagination or even that perhaps you're not all that smart (hey, I'm being honest here). What's amazing is that most messages I receive say something to that respect! Needless to say, I never write back, and delete them immediately.
When sending a message, you have to make it personal. I want to know why you're interested in me—and please don't say it's because my butt looks hot in my photo. Do we have anything in common? Is there something on my profile that really struck you? And furthermore, why should I be interested in you? This doesn't mean I want you to list off why you're great (your profile, which I've probably read before I opened your message, has already "advertised" you). But if you're funny, light-hearted and intelligent, I want that to come through in your writing style.
Speaking of style, be sure to take that extra minute and re-read what you've written. Spelling and grammar can go a long way. Also, use proper punctuation and capital letters, and avoid excessive slang. And while I don't need an essay from you, one- or two-line messages show that you're too busy to write more—and if you're too busy for me during an online exchange, I'll assume you'll be too busy for me in "real life," too.