Iphone notifications?

Ok, just picked up a new Iphone 4s, and figuring out how everything works.

On my Droid i would get a notification in top slide down bar saying i have a PM or someone replied to a subscribed thread. But on the Iphone im not seeing that. Do i need to change a setting or whats up?

 

Go to the settings, you can adjust how often it checks for e-mail, I ended up setting mine to manual, was having trouble getting the battery to last all day, darn spam!