I checked my User CP as you suggested. I had it set correctly to receive all PM's as well as Emails from administrators. Now I understand that I will receive either replies or new messages from PM's. I also noticed that if you send a new PM - the PM is lost if the person sends a new PM instead of a reply to yours. Correct? That is what has been happening to me.
Thank you for your very prompt responses to my questions. This is such a wonderful place where others help each other.
My best wishes to you
Sydney