No PM notification

The last days, I was expecting to receive some PMs from a few people from this forum, but I haven�t got the blinking envelope on the top as usual, so I assumed they haven�t replied to me yet. But, just now, I have checked my inbox and was very surprised to see that I have every reply I was expecting!
Why don�t I get the blinking envelope which notifies me when I have a new PM? Anybody experienced the same? Is there something I need to change?

I have found what was wrong!
In the “Edit email notifications” page somehow the option “Do you want email notifications when you receive private messages?” has changed to “no”
Very weird!