Your code looks fine but make sure your config.asp has been updated and that you ran the dbs setup and then check out the settings in PM Maintenance. The PM MOD was set to show the PM icon for everyone(online and offline) unless they go to their PM Options and opt not to have the icon show. But by default it does show.
No, don't send me your entire site. I checked out the two pages above and they look fine. What's bugging me is that it's an ODBC error indicating an incorrect delimiter(http://www.adopenstatic.com/faq/80040e07.asp) but from what the actual line is I would say your cookies are not able to be written to.
A few lines above it's checking if your cookies are set to the forum. What are your cookies set to? Website or forum? Try both forum and website and see what happens. @tomic