Ok, first click "User CP" which is the most left option in the tool-bar-like option bar around the top of this page.

Once you click that, in the new page, look along the left hand side till you find the heading "Private Messages", and then click "List Messages".

Good luck!

Hea buddy can you help me? how the heck do you read your PMs? can you please write the answer on my profiel page? thanks