[LifesGreatestGift]

First, add your admin userid to the config file.
open ./includes/config.php

around line 129 you will find

PHP Code:

$config['SpecialUsers']['canrunqueries'] = ''; 


add your userid. if its '1' then it will resemble this

PHP Code:

$config['SpecialUsers']['canrunqueries'] = '1'; 


save/re-upload the file

Go To
AdminCP->Maintenance->Execute SQL Query->

Select

Yes - Send Notification Email When a Private Message is Received

under All Users

Click "Continue", and then on the next page click "Continue" again to "Confirm Query Execution"

Done.

And so you don't have to keep doing it, set it to do this by default by going to

AdminCP->Settings->Options->User Registration Options->

Check the box in the "Default Registration Options" section that reads

Send Notification Email When a Private Message is Received

Save. Done.