Zazou,
In the previous version you are correct that new PM's were shown in brackets, it was not actually part of the system, but an extra piece of code which we added.
When we went to Community Server 2008.3 a year ago, the extra code which was previously used could not be added as before because of the changes to the programme structure. This version brought you conversations as Telligent call it and I could not find an easy way to add this functionality to the new version.
However, this year we have planned to make two further upgrades to the Beoworld Forum, with the first in the next couple of weeks, this first upgrade will NOT provide this functionality, but I am working to provide that inbox functionality in subsequent upgrades.