OK -
In /languages/english/generic.php you'll see:
$ubbt_lang['INTRO_SUB2'] = "Welcome";
That's the subject of the PM. It's in "generic" which Implies the textstring is used elsewhere, but upon searching all the scripts - I didn't find it used by any other script. So you can change the langauge file there.
As per the # that the Welcome PM comes from -
In adduser.php find this:
<br />// --------------------------------------<br />// Put the message into the Messages table<br /> $query = " <br /> INSERT INTO {$config['tbprefix']}Messages (M_Uid,M_Status,M_Subject,M_Sender,M_Message,M_Sent)<br /> VALUES ('$Uid','$Messstat_q','$Subject_q','[:"red"]2[/]','$Message_q','$date')<br /> "; <br /> $dbh -> do_query($query);<br />Note the number "2" above - change it to the usernumber of the person you want the welcome PM to come from.
