Check your PM options on settings "Notify by email every time you receive a personal message" and set it as "always".
I always received email notifications once PM'ed. Although email notifications sometimes don't go through for technical reasons but i don't usually experience it yet.
Oh my bad, yes.. I didn't pay enough attention earlier! I had it been activated!
meanwhile I am been receiving emails again, maybe it was just a temporary issue
Thank you guys
*So I'll lock the topic now ! Thanks again