Just couple of options I have found very useful. If you go to 'User CP', click on 'Edit Options' then scroll down and click on ' Show new private message notification pop-up' you well get a 'New Private Message' pop-up when you log on, if you have one, and if you are logged on and get a message you will get the pop-up to let you know. While you're still in the UserCP, click on the 'Buddy/Ignore List, and put your buddies in the Buddy List. When you log on, your Buddy List shows up and let's you know which ones are online. If you want to send a PM to one of them you can do it right from the list.