I need help with setting these two things up, please tell me how to do them.
1) Pop-Up PM notification or an Alert bar
2) Mature Language Filter (filter out bad words).
1. Default feature, make sure it's enabled in your User CP Options.
2. ACP > Configuration > Word Filters.
Here is Labrocca's Bad Word Filter. It was released under the GNU license so it can be redistributed.
I think it has about 40 bad words that are censored immediately after installation. But read the Read Me file, it isn't like any other plugin. And remember to only install once. Crazy stuff happens when you do it again... o.0