This comes up periodically, so it's a good time to post this guide again
To completely clear your PM box to receive further messages you need to do the following:
1. Select "Inbox" from the "Jump to Folder" box
2. Select "The Beginning" in the "Show Message Box"
3. Click the box beside "Time/Date Sent"
4. Go to the bottom left hand corner and click "Delete"
5. Do the same to the "Sent Items" Catagory
6. Do the same with "Message Tracking" with the exception of hitting "End Tracking" rather that "Delete". There are two catagories in "Message Tracking" Clear both.
7. Go back and choose "The Beginning" on all catagories to see if the boxes have been cleared. This should have cleared all messages and give you a clear PM box.
15 if I remember correctly, both sent and received are included in that count, so you have he responsibility of clearing the box on a regular basis. Most of the problem comes from long forgotten PMs that will not show until you go back to the beginning.