I just was reading this again.
I guess I misunderstood your question.
I know that in v7.5X
You can goto mystuff>Feeds
Select the Private Messages Inbox feed.
There is a option at the top to send it to a reader.
It has a couple of default readers and you have the ability to choose something else using firefox. IE looks slightly different that you only can send it to your favorites in your browser.
Never tried that method though.
Because I use email notification on my PM box.
