This was just a little something I did for one of my themes in May 2013, so figured I'd share it. It's actually a nice little mod to have.
This will place total PMs and total new PMs in your nav bar, to the far right. Like so:
YOUR NAME (signout) - Inbox: 6 | New: 2
For guests, it will display like so:
Welcome Guest to YOUR FORUM NAME. Login or Register.
If you use this, I recommend disabling your "messages" button from your theme, however it's only optional. Admin > Themes > Layout Templates > Forum Wrapper On the default ProBoards theme, replace lines 39 to 45 (which is this):
The only things you need to edit, are the parts I have put in green. These are hex codes you need to replace with ones to match your forum theme.
(NOTE: because this was originally posted in May 2013, the lines that i direct you to MAY be incorrect, but I have shown you exactly what you need to find and replace etc. Any problems though, don't hesitate to ask.)