Can you guys confirm your settings for PM's here:
This forum features a private messaging system, which allows members to send messages to one another privately.
If you do not want to send or receive private messages, you may disable the private messaging system.
Enable Private Messaging
You may limit the receipt of private messages to just moderators and your contacts. Other members who attempt to send messages to you will be told that you have disabled private messaging.
Receive Private Messages only from Contacts and Moderators
The forum can send a message to your email address to inform you when someone sends you a private message.
Receive Email Notification of New Private Messages
If you are browsing the forums when you receive a new private message, the system can pop-up a notification box informing you of the new message.
Show New Private Message Notification Pop-up
When sending private messages the forum can make a copy of the message in your Sent Items folder.
Save a copy of sent messages in my Sent Items folder by default