Is there a way to set preferences so that the most recent message appears first rather than last? I find it a real chore to go through many pages to get to the last message. Thanks.

I don't think there is (I haven't found it yet if it's there).
Here's a work around though. On your My Account Preferences you can set the # of messages per page, set it pretty high (mines 50). That will load as many posts on one pages as reasonable. Then at the top right of each page there is a blue arrow pointing down. This arrow takes you to the bottom of the page.
So Load, and click the blue arrow and you're there.

You can also click on the page #'s beside the message title and it will take you directly to that page. Just click on the last page #.