I think what our plan is to have a popup notice when you first login. Basically something that says, you have X number of new private messages, do you want to read them now? With an option to read now, or skip.
Possibly no further notices during that session, unless they get a new private message while they are online then they'll get another popup.
At least that's something that we're looking at. Some people will hate the intrusion, but if you give them the option to turn it off, then it someone defeats the purpose. We'll see as it progresses.
