I finally found a FAQ buried in an SVN repository. The response in the FAQ would not appear to be the best advice because it does not give the user a translated string (if your CB site is multi-language, you are hard-coding only one language).
The correct advice appears to be to add the following two lines to the language file (for example english.php) in administrator/components/com_uddeim/language.utf8 (may need to omit the .utf8)
DEFINE ('_UE_TABINBOX','Inbox');
DEFINE ('_UE_PMSLINK','Private Message');
You need to repeat this for each other language you use on your site (eg french.php etc with the relevant translation).
Found the clue at
www.joomlapolis.com/forum/50-general-discussion/66022-cb-12-and-plugin-language-support
Hope that helps.
I don't understand why the uddeIM author has not included those strings. I shall try and let him know because an update might overwrite the language files.
Warmest Regards,
Brian