As an former admin to many other forums in the past, and a current software developer and engineer for on of the major names in the industry,
VB is notorious for DB faults on SQL table lines and queries. From time to time, when the DB faults and is restored from previous time, the last known entries for messages and other things can be mis-sync'd which gives you this ghost issue. I'm sure that the admins will work with you to see if they can rectify it. In my past I have been able to fix this by taking a copy of the SQL DB offline, (Exactly as it is right now), find the user table with which your message indicator sits and reset from 1 to 0 in the editor, then republish the DB to active.
Just a suggestion.
-Osirus
