I agree, that's what I was trying to do with RGF, but no one was able to give me a code. Although I managed to make the number red by doing this:
// Go to PM center... [pm]
if ($context['user']['is_logged'] && $context['allow_pm'])
echo ($current_action == 'pm' || $context['browser']['is_ie4']) ? '<td class="maintab_active_' . $first . '"> </td>' : '' , '
<td valign="top" class="maintab_' , $current_action == 'pm' ? 'active_back' : 'back' , '">
<a href="', $scripturl, '?action=pm">' , $txt['pm_short'] , ' ', $context['user']['unread_messages'] > 0 ? '[<font color="#ff0000"><strong>'. $context['user']['unread_messages'] . '</strong></font>]' : '' , '</a>
</td>' , $current_action == 'pm' ? '<td class="maintab_active_' . $last . '"> </td>' : '';