The way it's setup now, I don't know if I have a PM until I check out the Club Forum. Obviously, it's not THAT big a deal, after all, it's only one click away. Just a lil somethin for the backburner.
I agree with Grim. While I do go to the forum almost every day, many of the people that I'm sending pms to do not. It would great if there was some notification somewhere after the sign in page.