Or, if you have your message inbox combined like I do you can do BB-->Search. Leave all the fields blank & select unopened only in the Show box select unopened only. That will bring up any new messages. And if you use this often as i do (about the only time i actually use the search function in the mailboxes really), you can do BB-->Search-->BB-->Last. It repeats the last search you did (in my case for all unopened messages)
bring up your inbox, message or sms if not combined, and also bring up the keyboard. Now just press U on the keyboard and it will take you to your unread message.
tulsastorm - I have one change/addition to your post also change the type field to: unread. Doing that solved my problem in no time as the message had a date that was over 60 days old.