SQL for message inbox

SQL for message inbox

I have an inbox of messages for my users, I have a 'messages' table and a
'users' table. Messages table has to and from fields which contain the
user IDs.
I want to select the latest message from every user, where the to field is
the current user ID, i.e.
"select (latest Message, by Message.ID) from (unique users) where
Message.to = $currentUserID (and left join User where UserID =
Message.from)"
I want to end up with something like this:
http://www.innerfence.com/blog/wp-content/uploads/screenshot-iphone-inbox-thumb.png
I can't figure out the query I need for this, please help..!