I think I have mentioned this before...
Not sure if anyone else had the same problem, but when I come to TUS, before the web page completely loads, I usually have already clicked "forums". So if someone had sent me an IM while I was not @ TUS then it pops up right before the webpage switches to forums.
I think the last time I brought this issue up, I was told just to go to the shout box history, and you're the members name... but the problem is this all happens so quick.
Maybe in the shout box history there can be a list of the last 3-5 members that have messaged you, or you have messaged?
Of course, if I'm the only one who had this problem, then it's not worth fixing... but I find it pretty annoying, and there is really no way to find out who sent the message

PS: who ever sent me a message 2 or 3 days ago, I did not read it, msg me again :p