When you receive a message from the website, you must click the link to respond to the message. If you respond by using a reply to the email, it will go nowhere. Make sure you click the link, and reply to the message in the messaging section on the website. If you want to get to the message system without a link, just make sure you are logged in, and then click on your avatar in the top left and a drop down menu should appear with the messages item in the menu.
Recent Comments