How can you change defaults...?

A forum someone asked me to config has Private Message script installed. By deafault the user does not get Private Messages. They have to go into their profile and change it. How can I change it so the default is on?

It's turned on by default. No change necessary.

Is there a way to turn Email PM Notification OFF by default ?

Edit user.emailonpm's default to 0.

Might sound silly, but where would I change that ?

In the database - use phpMyAdmin.