Go to "User CP" in the horizontal bar above.
Go to "Edit Options" in the list of links on the left.
Go down to the end of the Messaging and Notification section, and there is a box labeled "Would you like to receive a PM whenever someone thanks you for your contribution?" Check the box. Then you would get a PM for each thanks message, and a pop-up for that PM.
"You can never cross the ocean until you have the courage to lose sight of the shore." - - - C. Columbus