As I received it from my IT dept., I currently have to check the primary email account to see if there are new messages. For those times I'm waiting on an email and not in the office, I'd like to know right when a message is received. Any help is appreciated...

Edit your current Profile, or make a new Profile where Messages has an audible and/or vibratory alert.
How do I edit my notification tones (profiles)? - BlackBerryFAQ

This is my first BB, as you can probably tell from my question. I can tell already that these forums will be better than the crappy user guide. THANKS!!!

Jackkrat, welcome to the Forums... lots of questions answered at that FAQ site Penguin pointed you to:
Main Page - BlackBerryFAQ

And lots more by clicking on the link to Stinsonddog's Tips, below in my signature.