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The easy way? Just download a theme with the inbox code already in it. Jack the code and put it into your theme.
Getting it to pop up is not a good idea. Most people block pop up and dont even know they are doing it.
Will posted a fix for his hazard theme the other day. It has what you need built into it.
Wills fix of the hazard theme inboxThe link above is the fix for his theme and XOOPS 2.0.18
Just go to his site and download it. Then jack the code.