/**
     * @ORM\ManyToOne(targetEntity="User", inversedBy="sentMessages")
     * @ORM\JoinColumn(name="senderId", referencedColumnName="id")
     */
    private $sentBy;

    /**
     * @ORM\ManyToOne(targetEntity="User", inversedBy="recievedMessages")
     * @ORM\JoinColumn(name="recieverId", referencedColumnName="id")
     */
    private $sentTo;


User :
    /**
     * @ORM\OneToMany(targetEntity="Message", mappedBy="sentTo")
     */
    protected $sentMessages;

    /**
     * @ORM\OneToMany(targetEntity="Message", mappedBy="sentBy")
     */
    protected $recievedMessages;


When creating a message:
$user = $this->getDoctrine()
                ->getRepository('ProjectMainBundle:User')
                ->findOneByUsername($this->get("session")->get("username"));

                $user_to = $this->getDoctrine()
                ->getRepository('ProjectMainBundle:User')
                ->findOneByUsername($to);

                if($user!=null && $user_to!=null)
                {
                    $message_o=new Message();
                    $message_o->setTitle($subject);
                    $message_o->setBody($message);
                    $message_o->setSentDate(new \DateTime());
                    $message_o->setSentBy($user);
                    $message_o->setSentTo($user_to);

                    $user->addSentMessage($message_o);
                    $user_to->addRecievedMessage($message_o);

                    $em = $this->getDoctrine()->getEntityManager();
                    $em->persist($message_o);
                    $em->flush();