In the live chess interface, go to "Settings" and, once there, navigate to the "Alerts" tab. You should find what you're looking for there.
Live Alerts
Sort:
Most Recent
Forum Legend
Following
New Comments
Locked Topic
Pinned Topic
Annoying when alerts flash about friends logging in and out while I'm playing live. Where do I turn those alaert off? Didn't find any option for that.