As you may have noticed, this board software allows sending PM´s. When you have received a PM, the "My messages" button at the top of the page shows how many unread messages you have gotten, for example "My messages (1)". If you prefer, you can also get notifications of PM´s so that each time you recieve a PM, you see a little popup window.
You can choose that and change other PM settings in your profile: Profile > Personal Message Options, where it looks like this:
