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.
Three-fourths of the Earth's surface is water, and one-fourth is land. It is quite clear that the good Lord intended us to spend triple the amount of time fishing as taking care of the lawn. ~ Chuck Clark