The contents of the pm itself are not sent but you can have a notification sent to the email address you registered with that you have a PM
Click the " User Control Panel" link on the top.
"Board Preferences" tab
select yes for "Notify me on new private messages:"
By default any email options are set to no when you register. Most sites have this set to to yes but to avoid any issues with someone thinking I'm spamming them I require you activate it yourself.
There's a detailed explanation here for what each tab and sub tab does: http://nepacrossroads.com/faq.php?mode=ucp