Assuming you mean pop-up PM notification.
In the user cp under board options you can chose to turn this on or off.
ah, but it doesn't save mine :/ Its a bug I think has been reported before.
How would you make this a global setting?
I would assume that penguin wants to turn on the pop-up on for all users. Without a modification I do not think this is possible.
Just go through phpMyAdmin's user table and do it manually. That should work?
That would work but then I would have to do it everytime a new user registers.