Since the beginning of the Rdinn PM system, messages have always shown up in chronological order. That works really well for games and whatnot, but typically, you want to see the newest messages first, and don't want to have to skip past pages to make this happen.
As of today, the default view now shows your newest messages first.
However, if you prefer the old method - never fear. Go to your "my admin" and edit your user profile. From there, simply check the box that says "show oldest PMs first in the inbox?" and you'll go back to chronological order.