Do new PM's just display themselves,or do you have to move on,to get them to come up on the screen?Sorry I don't pay attention enough

 

The answers depending on the settings you have enabled

IF you have Pop-up a notification box when a private message is received, the system will only check for new PM's when you refresh your page or select a new page to be loaded. A pop-up will not pop-up on it's own.

IF you have send notification email when a private message is received, that will happen when the PM is received independent of whether or not you've even been on the site recently.