Yes, I do checked on My Threads but it don't tell me if I have messages from someone. I am sure someone wouldn't know if he have messages too.
How would you determine if message is directed to you or not? Like in the message the poster should mention your name and if they don't mention your name it means the post is not directed to you?
I think you are very confused about private messages versus forum messages...
As for My Threads I always have to read and some of threads are over 100 messages, who have time to read all of this messages which isn't for me. It was last time I posted and forgotten to read it back in Jan. 09. Someone is wondering how come I am not replying back to person.
Again, how would you define a 'message for you'?
Either way, using the Checker would solve your problem. If not, you can always add any thread to your Favorite threads and then periodically check only these threads.
The same with "latest discussions" window - ignoring subforums could be a nice way to filter out only those messages which are of interest to you..
I'm talking about "My Threads" not the checker, on every board I was registered there were more or less expanded "thread ignore" and "subforum ignore" options.
In the checker you can specify which forums you want to check messages from and which to ignore.