Hi @chippyboy9!
I’m afraid it’s not possible to set up a Zap that would do this using Zapier’s Twitter integration as there are no triggers/actions that related to direct messages. We do have feature a request both for the ability to trigger a Zap with a new direct message and for the option to send direct messages. I’ve added you to both of those feature requests, which means that you’ll get an email if we do introduce them.
If anyone else is interested in the ability to send direct messages via twitter, we’ll update the thread below when we have some news: