Sweetie, let me help you out. When you are looking at your inbox for PM's, note the ones that you are able to see. It will say something like "from the last 10 days," or whatever. Click on that drop down box, and choose "From the Beginning." This will show you all of your PM's, and no doubt, this is where you will see the new ones at. Also, you might want to clear out your sent PM's as well. I think those take up space, too.
Let me know how it works out!