In case you're looking...

When a private message is sent to you, you can choose different ways to receive notification. The system default is to send an e-mail. The pop-up notification is turned off by default.

To turn it on, go to your user control panel, select Edit Options from the Settings & Options menu and then find the box that says Show New Private Message Notification Pop-up. Place a check mark in it and select Save canges at the bottom of the page.

You can have one, both ot neither on or off at your own discretion.