ok, I got it. Here are first and second step.
1. Open /includes/constants.php
At the end of the file, just before closing ?> add this:
//PMS
define('PM_TABLE', $table_prefix.'pm');
define('PM_RDLT', 0); //Recipient deleted message (message only in: Sender's Setbox)
define('PM_SDLT', 1); //Sender deleted message (message only in: Recipient's Inbox)
define('PM_SENT', 2); //Recipient read message (message in: Sender's Sentbox and Recipient's Inbox)
define('PM_UNREAD', 3); //Recipient not read message (message in: Sender's Outbox and Recipient's Inbox - New Message)
2. Open /lang/<yourlanguage>/main.php
At the end of the file, just before closing ?> add this:
//--- PMS ----
$lang['pm_inbox'] = "Inbox";
$lang['pm_outbox'] = "Outbox";
$lang['pm_sentbox'] = "Sentbox";
$lang['pm_link'] = " You have<br />» <b>{msg_new_count}</b> new message(s)<br /> in your <b>{inbox}</b>.";
$lang['pm'] = "Private Messaging";
$lang['pm_short'] = "PMS";
$lang['pm_error'] = "Error";
$lang['pm_error_to'] = "You must select a recipient.";
$lang['pm_error_subject'] = "You must enter a subject.";
$lang['pm_error_message'] = "You must enter a message.";
$lang['pm_error_folder'] = "No folder selected.";
$lang['pm_error_id'] = "Nothing to show.";
$lang['pm_error_delete'] = "Nothing to delete.";
$lang['pm_compose'] = "Compose";
$lang['pm_delete'] = "Delete";
$lang['pm_delete_selected'] = "Delete selected";
$lang['pm_delete_all'] = "Delete all";
$lang['pm_delete_success'] = "The messages where deleted successfuly";
$lang['pm_delete_confirm'] = "Are you sure you want to delete that message from <b>".$lang['pms_'.$mode]."</b>?";
$lang['pm_delete_confirm_select'] = "Are you sure you want to delete selected messages from <b>".$lang['pms_'.$mode]."</b>?";
$lang['pm_delete_confirm_all'] = "Are you sure you want to delete ALL messages from <b>".$lang['pms_'.$mode]."</b>?";
$lang['pm_new'] = "New message";
$lang['pm_select_user'] = "Select a user";
$lang['pm_sent_success'] = "The message was send successfully";
$lang['pm_redirect'] = "Please wait a moment";
$lang['pm_empty'] = "No messages in this folder";
$lang['pm_reply'] = "Reply";
$lang['pm_view'] = "View message";
$lang['pm_mark'] = "Mark";
$lang['pm_edit'] = "Edit";
$lang['pm_subject'] = "Subject";
$lang['pm_message'] = "Message";
$lang['pm_to'] = "Recipient";
$lang['pm_date'] = "Date";
$lang['pm_send'] = "Send";
$lang['pm_preview'] = "Preview";
$lang['pm_status'] = "Status";
$lang['pm_from'] = "Sender";
$lang['pm_html'] = "Anable HTML in this message";
$lang['pm_bbcode'] = "Anable BBCode in this message";
$lang['pm_perpage'] = "Messages per page";
$lang['pm_user_pm'] = "PM";
$lang['pm_user_pm_alt'] = "PM to this user";
$lang['pm_total'] = "Total messages";
$lang['pm_received'] = "Received";
$lang['pm_quote'] = "Quote";
$lang['pm_error_save'] = "Error saving message. (the message could has been received)";
$lang['pm_error_notfound'] = "Can't find message.";
$lang['pm_paging_stats'] = "You have {total_cat_images} message(s) {new} on {total_pages} page(s) in your {box}.<br />Displayed: massage {first_page} to {last_page}.";
$lang['pm_email'] = "Notify by email on new Private Message";
$lang['pm_popup'] = "Pop up window on new Private Message";
$lang['pm_popup_confirm'] = "You have a new private message. Click OK to view it, or cancel to hide this prompt.";
$lang['pm_popup_newwindow'] = "Open in new window?\\n\\n(Press cancel to open your Inbox in the current window.)";
$lang['pm_email_new'] = "New private message";
run install_pm.php again and everything should be fine!