Here is the easiest way to check your IMDB private messages.
Go to the page of any movie, for example “The Shining“.
From there, scroll down and click on any forum thread. Next, you will have a right panel with your inbox and the private messages.
The url should look like this: “http://www.imdb.com/user/ur34194423/boards/pm/”
Other pages don’t contain the PM panel, not even if you click on your profile.