In MediaWiki 1.5beta3 the "You have new messages" box does not appear for
anonymous users any more.
When I'm logged in I do get message notifications, but for "User
talk:XXX.XXX.XXX.XXX" (i.e. IP addresses), there is no message notification.
This used to work with 1.4.
I tested this in HuWiki and EnWiki.