Private Messages & Notifications?

Hi,
What’s the difference between Private Messages (PM’s) and Notifications?

I received a notification message earlier today, and after I read it I thought I’d respond to it later. Now I can’t find it. Am I able to get it back?

Thanks.

Ok, with no help from admin, I figured it out. Private messages are accessed throught the Private messages link. Visitor messages are accessed through your user name link. Both however are accessed when new thru the “Notifications” link which say Private messages when there are no new messages.

Why have separate visitor & private messages sections? It’s confusing!