Notify is not in my options menu. Any ideas on where it went, or where I can get to it?

I work for a company that issues blackberry 957s to everyone to communicate with each other. The problem is that they didn't set up PIN communication, so it's all done by e-mail. Well, I get unimportant e-mail at work often, so I have learned to ignore my blackberry when AA.com sends me their latest specials at 3 in the morning. I am trying to set up PIN communication so that when my blackberry goes off in the early hours, that it's from another blackberry user who needs me for work-related issues. I'm assuming that I set options to be notified ONLY when I receive a PIN message in the Notify menu. Is that correct?

Thank you for any help.