Bill,
The only way you can get an e-mail notification is when you make a post or start a post and someone makes a reply. When you make your post and before you have it posted, there is a small "check box" right under the message box that states if you want an e-mail when someone replies to your post, you will get one that way. But not for the PM's that are sent, you will just have to wait and see when you log in if there is a small "red flag" at the very top edge of the Main Forum pages when logged in.
Brian