How to use the Menu Badges to show the number of recieved messages via Privatemsg?
After peeking into the database, it appears the path /messages/received does not exist. This is probably due to the fact that the inbox being the first tab (default tab,) the path defaults to /messages. This path is also the path of the main menu tab. The Menu Badge module does not have an uninstall file, therefore uninstalling it does not clear up the database.

The work around I used is by putting the badge on the All Messages tab (/messages/list) The count of unread messages is the same as with the Inbox tab. Then, I used a little css to move the badge 222px to the left (position: relative) so that it falls on the Inbox tab instead.

It's like using scotch tape, but it works. :)