www.joomlapolis.com/forum/153-professional-member-support/219829-private-messages-link?start=6
This is the solution for this problem:
When you have Joomla with Coomunity Builder and Uddeim integrated you have 3 integration plugins activated!
Kunena - Integración Joomla
Kunena - Integración Community Builder
Kunena - Integración UddeIM
You must disable the private messages on Community Builder plugin configuration and turn on on Uddeim configuration. That made it work right for me!
[MOD EDIT]: Please don't bump 2 year old topics. Just create new posts as it pushes significantly old information to the front page.