Private Messages

Is anyone noticing any problems with their private messaging? I know that someone has sent me one - by them telling me, but I have definately not received it!
I have had a couple of occasions where my e-mail account has said there is one, but when I've logged on there isn't! I presumed on these other occasions it was just a mistake.
I'm now wondering if I've not replied to other people - who probably now think I'm ignoring them on purpose!!

Anyone else noticing anything this?