Read your pms? All I can think of atm is that there is a wee preview of the pm and the pm itself, have you clicked directly onto the message at the top of the page to read it rather than just the wee preview thing at the bottom?
Is this still happening?
Well you could have told me and it would have saved me wasting time transferring data around trying to find the problem.
Took me a while but looks like you've got message / messages that you've also sent to yourself as well as the intended recipient which is unread in your sent box. So if you go through those messages it will get rid of the unread notification. And then if you stop sending the PMs to yourself it won't happen again.