Since the author does not answer I searched through all the php files..
In VB35-SuperSkin-footer-welcome.php needs the path to be modified.
<div class="smallfont">
<strong>Welcome, <?php echo $vb3userinfo['username']; ?>.</strong><br />
You last visited: <?php echo strftime('%b %e %Y at %I:%M %p',$vb3userinfo['lastvisit']); ?>
<br /><a href="forum/private.php?">Private Messages</a>: Unread <?php echo $vb3userinfo['pmunread']; ?>, Total <?php echo $vb3userinfo['pmtotal']; ?>.
</div>
The part <a href="forum/private.php?"> needs to be changed accordingly.