? about private messages notification settings

I have a question about private messages.

Sometimes I get so busy I don't log in for weeks at a time. When I do, I sometimes find a private message that is way old and I had no idea it was there. I have looked at the account settings and there seem to be settings only to be notified of postings, but not for alerts that I have a new message waiting. Is there a way to be notified when we have a private message. I feel very bad when I have received a message and it appears I have ignored it.

Catherine