I'm still a newbie, and wanted to share. If you have a question or want to share a cool tip that will help others with the new forum, post it here (took me 15 minutes to figure out how to Instant message someone).
In the old forum when you recieved an instant message, a cool pop-up appeared at the lower right corner of the browser window.
By default, this option is turned off in the new forum.
1. Right-click on USER CP in the upper left-hand corner of this window.
(this opens a new window so you can still read this how-to)
2. On the left side, mouse down to where it says SETTINGS & OPTIONS and click on EDIT OPTIONS.
3. Scroll down a bit to where it says MESSAGING & NOTIFICATION, and find the box titled PRIVATE MESSAGING.
4. Now click on the radio button (or check box) that says "Show New Private Message Notification Pop-up:" to turn it on.
PS. There are lots of other cool features in here too, including the Miscellaneous Options located at the bottom of the SETTINGS & OPTIONS are where you'll find a full WYSIWYG message editor!