All messages from other members go straight into your onsite Inbox and are kept there unless you choose to delete them. To read messages, login to the site and go to your Inbox by clicking Messages in the top menu. From each message, you can also click through to the member's profile.
Each time you get a new message in your Inbox, we send an email notification to your personal email address to let you know it's there. In addition, your Hot Lists can show you all members who have contacted you.