I don't know javascript so this is just theory - I couldn't really help with most of it...

Using the pop up code and one of the cookies (bblastactivity or something else - have to check), check to see if a message is new..

(Note: the cookie is actually updated every page you visit, but all the "new" stuff is related to drawing from the user's profile)

Then, if there is a message, display a message:
"You have a new Private message. Click Ok to view, or cancel to decline

[ok] [cancel]"

Then find out the msgid of the new message (I'd have to do some looking around, but you could do a simple call that would suffice in MOST cases - if you want it, I'll tell you when it doesn't work).

Then, after that - just set the popup to link directly to the message.