I'm getting e-mail messages that there is a new PM, there isn't.  It has happened 3 times.  I have received other PM's, one an hour before, another about an hour and half and I got one while I was gone this evening, recieved into my box at 5:24 pm MST and looked, no message in my PM area.
It is not a huge deal.  Just letting you know it's has happened.

ok.. thanks for telling me ..sometimes u see the PM and u receive the mail later.. do u think that could have happened?

I was gone from 3 until 6:15.  The last thing I had done was to answer a pm before I left. I had received the e-mail for that one.  
As I say, it's not a big deal.  I just found it interesting.  
If it is a bug.  I hope not a hack.  
It first happened this morning.
I received an e-mail about a pm. No pm.  Then about an hour later I noticed a signal on the forums and looked at the pm as the e-mail arrived in my mail.  So far I have been able to match up e-mails to pm's except what I'm reporting.
I had not started using the pm system until yesterday.
I couldn't think of anything except someone canceling a pm they sent, but I don't think that is possible.

It is possible that someone kept changing/editing the PM they sent you and so each time they do that triggers a new email. We all have the option to change/edit or cancel an outgoing PM until it is opened and read.  

Thank you.  That could be the answer.  That was what it felt like.  I am a member of other forums and have never had this happen.  I appreciate your response.