Every time a user gets a PM, they are emailed that they received a new message and from whom. Keep in mind that you must have a good email address in your profile otherwise you will not get the notification. It is all done privately so it doesn't matter whether you display your email or not. As long as the email is good, you will be notified.
If you've got short, stubby fingers and wear reading glasses, any relaxation you would normally derive from fly fishing is completely eliminated when you try to tie on a fly. ~ Jack Ohman, Fear of Fly Fishing, 1988