Can I get email notifications on new messages?

[davidmagno]

Hi.
I am new to the site, so may not be familiar enough.
Is there a way to get notified over email when I receive a new PM from another user?
I got my first PM from a user today, and just happened to catch it now when looking in my EB account. The message was sent four hours ago.
I checked my email inbox and spam folder and see no notification that I had a message.
Is that not a feature of this site?
Thanks.

[davidmagno]

Nevermind. I think I figured it out under "Edit notification options".