Kelly, what you see under the message is a confirm request or confirm outstanding request. Ignore it. If you proceed to the forums without clicking on the "OK", the request for confirmation box appears with "ok or cancel." You can cancel out of that and go on to the forums or the next message.
To go to the next message, click on "list messages" on the left of the screen. If you read the message again, you will still see the request confirmation at the bottom of the message. You can always ignore it or confirm when you want.

Also Kelly, maybe you could make a request of people who frequently send pms to you, to please select "cancel" when the "request receipt" message comes up.