Popup window for new message missing

[Cassiebsg]

I've noticed that the popup window that used to show up and tell me I had a new PM, no longer shows up. I have checked the profile, and the option is checked. And I have www.adventuregamestudio.co.uk (both http and https) allowed in Firefox popup settings.

Is it being sent from another domain?
Is it a java script from a  domain I have blocked?
Is it broken?
Something else (like my browser)?