You don't need any addon to send automatic welcome message to the user. As tobybird mentioned, you must go to the AdminCP -> vBulletin Options -> User Registration Options -> Welcome Private Message. Just write the username to the blank space. You can also change the welcome message from the Languages & Phrases. Or directly go:
http://yourdomain.com/forum/admincp/...#91;welcomepm]
http://yourdomain.com/forum/admincp/...#91;welcomepm]