I've updated the private message widget (when you click Private Messages). It now shows 100 messages at a time, lets you jump to different folders (Inbox, Sent Items, etc), and most handy: lets you view pm's to/from specific users quickly (much faster than the built-in forum way).
Try it out and let me know if you have any problems with it.
Tip: this button to the right of the folder name (Inbox, Sent Items, etc) will open that folder in a new tab by itself
On the to-do list is a search feature for PM's...