Emma, do you mean you still get the PM but you dont get a pop up box, or you get email saying a pm has arrived but there are none in your inbox?
If it's only the pop up alert you dont get and you dont have a pop up killer enabled, then I'm wondering if it's an AOL glitch - I always view Col through an Internet Explorer browser now - you still need to have AOL open and live, but double-click IE on your pc and see if that makes a difference? f course if you're not using AOL, ignore everything I've just said