I know this is an old post, but I wanted to make sure I made this available to anyone who ran into this problem.
I couldn't find an inbox plugin, so I created a simple one. It's a Widget that shows up on the My Account page. It lists the users you've received PMs from (most recent listed first, oldest last) and gives you the ability to click on the username to get the PM history or to delete all PM history with that user.
Here's the link to the plugin ZIP:
Just unzip and upload the contents to your qa-plugin folder, then go to Layout in the Admin menu and it should be in your "Available Widgets" list. Add the widget and configure it to show on the My Account page (the only place it will show up).
Voila! A simple inbox. :)