Cable, IE6 and XP Pro. No popups and no email notification for over a month. What I do when I log in makes no difference, it simply does not notify me that a new PM is in my inbox. The only way it shows up is to log into my inbox or look at the little text block at the bottom of the forums.
EDIT: I use a firewall, no popup blocking or speeder software. other sites I am a member on using the vbulletin are providing notification through BOTH email and popup... ... .....