If you do not want to be sent an email notification when you get a forum PM, you can go in and turn this back off.
- Head to the UCP (user control panel)
- Select "Board Preferences" from the UCP top menu
- Select "Edit notification options" from the left side menu.
- What comes up here is the list of all the possible things you might get notified for. The bottom one is "Someone sends you a private message". You can uncheck the box inthe email column there and then click submit.
- That's it. You will no longer be emailed when someone PMs you.