Sorry Susan, I misunderstood what you were looking for. What you asking would be helpful yes but not really necessary. Let me explain and I will send you a PM to illustrate my point.
If someone has sent you a PM, on the long red bar at the top of the screen under the banner you will see "Home", "Forum", "Search" etc and further along you will see "My Messages". If you get a new PM, you will see a number in brackets beside that "My Messages" tag. With two unread messages it will say "My Messages (2)".
It really works well and once you get the hang of it you will be turning this stuff off as you will find the information that it provides will be mostly redundant.
"You have X messages, X are new
Show unread posts since last visit.
Show new replies to your posts.
Total time logged in: ....."
I will send you a PM so you can see what I mean.

Bob
No, I want the messages to be at the bottom of this list.
Like this:
Show unread posts since last visit.
Show new replies to your posts.
Total time logged in: .....
You have 0 messages, 0 are new