When you enable ajax in the PM module configuration the PM list behaves weird.
When you click a PM title/subject instead of seeing the message you will see an empty page (you will see header/footer but the rest is missing). You need to go back to the PM list and click the PM title/subject again to be able to view it.
If you refresh the PM list before attempting to to view a message this behaviour will not occur.
When you disable ajax in the PM module config there is no issue at all. So I guess ajax is conflicting somewhere.
PS: I tried to add this to the bug tracker but my submission simply dissapeared, or at least I can not see where on earth it went. Neither does it show under my submitted issues.
(I really suck with those things )