OK, since you are using the ashGrunge theme, you need a blinking version of menu_messages.gif like this:
[img]
http://www.fototime.com/{2358D0BA-1A11- ... icture.GIF[/img]
Save this image as templates/ashGrunge/images/menu_new_messages.gif and...
#-----[ OPEN ]------------------------------------------
templates/ashGrunge/ashGrunge.cfg
#-----[ FIND ]------------------------------------------
$images['pm_new_msg'] = "";
$images['pm_no_new_msg'] = "";
#-----[ REPLACE WITH ]------------------------------------------
$images['pm_new_msg'] = "$current_template_images/menu_new_messages.gif";
$images['pm_unread_msg'] = "$current_template_images/menu_messages.gif";
$images['pm_no_new_msg'] = "$current_template_images/menu_messages.gif";
#-----[ OPEN ]------------------------------------------
templates/ashGrunge/overall_header.tpl
#-----[ IN-LINE FIND ]------------------------------------------
<img src="templates/ashGrunge/images/menu_messages.gif"
#-----[ IN-LINE REPLACE WITH ]------------------------------------------
<img src="{PRIVMSG_IMG}"