In Deathly Hallows, Alecto Carrow sends a message to Snape -- Dark Mark to Dark Mark -- letting Snape know she's apprehended Harry Potter.
‘I was under the impression,’ said Snape, ‘that Alecto had apprehended an intruder.’
‘Really?’ said Professor McGonagall. ‘And what gave you that impression?’
Snape made a slight flexing movement of his left arm, where the Dark Mark was branded into his skin.
‘Oh, but naturally,’ said Professor McGonagall. ‘You Death Eaters have your own private means of communication, I forgot.’
Deathly Hallows - pages 480-481 - Bloomsbury - chapter 30, The Sacking of Severus Snape
In previous books, the Dark Mark was used to summon the Death Eaters. Unless I'm remembering incorrectly, it isn't until Deathly Hallows that the Dark Mark is shown to be a means for direct communication between one Death Eater and another. It's clear that it could be used as a means of communication between a Death Eater and Voldemort, but I don't recall another instance of Death Eater to Death Eater communication besides the one between Snape and Alecto Carrow.
Now I'm picturing walkie-talkies. Magically, how do Death Eaters send each other messages using the Dark Mark? Would it be along the same lines as a Patronus, for example? (Note I say "along the same lines as a Patronus" -- I realize that Death Eaters, aside from Snape, cannot produce Patronuses) What kind of magic might be at the base of this?