Sometimes when I receive a new message on the forum, I don't notice it for a day or two, due to the only alert (aside from email) I receive is a little number 1 in brackets next to "My Messages".
My suggestion is to highlight the "My Messages" tab in a vibrant color such as orange (or varying depending on the theme color you choose on the forum) when a new message is received. This will draw my eyes directly to it, and I'll be able to respond quickly.
How do others feel about this?