Maybe I have some setting wrong, but whenever I choose "Private Messages" from the "Forum Jump" dropdown, I get the following error:
TheAmigo, you do not have permission to access this page. This could be due to one of several reasons:
1. Your user account may not have sufficient privileges to access this page. Are you trying to edit someone else's post, access administrative features or some other privileged system?
2. If you are trying to post, the administrator may have disabled your account, or it may be awaiting activation.
Maybe that just means I don't have any PMs... I can't really tell for sure.