the title (at least in windows xp) i believe said something like "the page at {YOURSITE} says:" - maybe possible to make it say something like "NEW PM"
hold up i erased off the part of the title ! i didnt want my website url showing .. it does say the site at whatever.com says

sorry about that ...
from the picture madshark posted, "You have a new PM, would you like to read it?" is grammatically correct
the original said
'You have a new PM would you like to see it? im confused .. i changed it to read it made more sense to me rather than see it no offence to someone101... oh wait you are talking about the comma eh A_O_C lol i dont punctuate at all ... thats my bad ...
there are two options, OK and CANCEL. pressing either one takes you to the inbox regardless. maybe change those to YES and NO, and apply redirection based on what option the user chooses.
and i didnt click Cancel so i didnt encounter it ... wonder if there is a workaround either way its still not a problem for me just a minor thing force my users to read their pms lol !