2Saturn, well, I use the 'old' privateMessage-Check-Routine which IS in ultimate.cgi (in case you've installed the privateMessage-Hack 1.5+), I just added one additional line which creates a new Body-Tag to PopUp the lil' Window as mentioned in the updated instructions.
Well, you should check if you've done every single step of this modification:
Include the JavaScript, modify the existing privateMessageCheck (add one line) and add the lil' popUp-Variable, that's it!
Well, just send me your updated (!) Ultimate.cgi thru eMail and I'm going to have a look at it!
regards,
chris