I've had a similar problem, if you go to the main Payroll page, on the Employees tab, to the right hand side you have a button called 'Manage Employees' (Next to 'Add Employee'). When you click on 'Manage Employees' it brings up a drop down menu, the last option on the drop down is 'Notifications'. Once you have clicked notifications it brings up a list of tick boxes for you to select when you would like to receive notifications.