I think Freddie's idea in the other thread is a good one, and I have a related idea. I think it deserves its own thread in order to avoid hijacking.
He recommends that Chess Host send a message to PM recipients upon receipt of a PM from another user informing them of said message.
The obvious problem with his proposal is the lack of any means of alerting the recipient to the presence of the alert message from Chess Host. I thus recommend that upon sending the initial alert message, Chess Host sends an alert metamessage, or, in relation to the sender-recipient message, a metametamessage, informing the recipient of the metamessage which can then relate the presence of the original message.
This brings up an obvious difficulty, which I propose be resolved by changing Chess Host's name to Lewis Carroll and chess metahost's name to Zeno.